+140.3%
IVZ vs AGI
+205.7%
-65.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.4% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | +4.0% | +18.2% | -14.2% | +1.6% |
| 3M | +18.2% | -4.1% | +22.3% | +18.1% |
| 6M | +32.8% | -28.7% | +61.5% | +36.8% |
| YTD | +28.7% | -4.0% | +32.7% | +27.5% |
| 1Y | +55.4% | +17.4% | +38.0% | +49.3% |
| All | +140.3% | +205.7% | -65.4% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling