+443.1%
IVZ vs AGI
+4,691.5%
-4,248.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | -2.4% | +16.0% | -18.4% | -3.6% |
| 30D | -11.2% | +1.0% | -12.2% | -11.4% |
| 3M | -14.0% | +2.5% | -16.4% | -14.3% |
| 6M | +0.5% | -24.0% | +24.5% | +2.1% |
| YTD | +5.4% | -17.2% | +22.7% | +6.0% |
| 1Y | +19.5% | +4.9% | +14.6% | +18.0% |
| 3Y | +128.7% | +142.6% | -13.9% | +110.5% |
| 5Y | +28.8% | +315.2% | -286.4% | +13.4% |
| 10Y | +52.3% | +338.5% | -286.2% | +27.8% |
| All | +443.1% | +4,691.5% | -4,248.3% | +308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling