+30.7%
IVZ vs AS
+3.3%
+27.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +2.7% |
| 7D | +2.6% | +13.8% | -11.1% | -1.0% |
| 30D | -3.5% | +16.7% | -20.1% | -7.6% |
| 3M | -7.4% | -11.5% | +4.1% | -4.4% |
| 6M | +14.7% | -5.5% | +20.2% | +15.5% |
| YTD | +14.6% | -14.2% | +28.8% | +17.3% |
| 1Y | +30.7% | +2.1% | +28.6% | +28.6% |
| All | +30.7% | +3.3% | +27.4% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling