+104.0%
IVZ vs AHR
+394.2%
-290.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.9% |
| 7D | +6.8% | -0.2% | +7.0% | +6.9% |
| 30D | +3.5% | +10.2% | -6.7% | +1.1% |
| 3M | -10.0% | +8.3% | -18.4% | -11.8% |
| 6M | +4.5% | +13.0% | -8.6% | +0.7% |
| YTD | +12.6% | +24.6% | -12.0% | +4.5% |
| 1Y | +24.4% | +22.2% | +2.2% | +16.1% |
| All | +104.0% | +394.2% | -290.2% | +25.2% |
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