+19.6%
IVZ vs AS
0.0%
+19.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.3% | -5.7% | -7.4% |
| 7D | -6.7% | +7.1% | -13.8% | -8.4% |
| 30D | -10.9% | +12.8% | -23.7% | -13.8% |
| 3M | -14.8% | -14.7% | -0.1% | -11.1% |
| 6M | +2.4% | -9.9% | +12.3% | +4.6% |
| YTD | +5.4% | -16.1% | +21.6% | +8.7% |
| 1Y | +19.6% | +0.2% | +19.4% | +19.8% |
| All | +19.6% | 0.0% | +19.5% | +19.8% |
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