+126.4%
IVZ vs AHR
+357.7%
-231.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +1.2% | -4.3% | +5.5% | +2.2% |
| 30D | +1.8% | -3.1% | +4.8% | +2.5% |
| 3M | +15.7% | +15.7% | +0.1% | +10.3% |
| 6M | +36.3% | +4.1% | +32.3% | +33.9% |
| YTD | +24.9% | +15.4% | +9.5% | +18.2% |
| 1Y | +48.9% | +28.0% | +21.0% | +34.7% |
| All | +126.4% | +357.7% | -231.3% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling