+55.4%
IVZ vs CAPR
+48.7%
+6.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +0.6% | -2.0% | +2.6% | +0.6% |
| 30D | +4.0% | +139.2% | -135.2% | +3.8% |
| 3M | +18.2% | -66.4% | +84.5% | +18.3% |
| 6M | +32.8% | -63.1% | +96.0% | +32.9% |
| YTD | +28.7% | -67.4% | +96.2% | +28.9% |
| 1Y | +55.4% | +58.2% | -2.9% | +54.3% |
| All | +55.4% | +48.7% | +6.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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