+49.0%
IVZ vs CAPR
-68.5%
+117.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.1% |
| 7D | -2.4% | +41.1% | -43.5% | -3.0% |
| 30D | -11.2% | +11.1% | -22.3% | -11.4% |
| 3M | -14.0% | +115.3% | -129.3% | -15.4% |
| 6M | +0.5% | -73.8% | +74.3% | +1.4% |
| YTD | +5.4% | -68.8% | +74.2% | +5.9% |
| 1Y | +19.5% | +43.3% | -23.9% | +12.4% |
| 3Y | +128.7% | +214.7% | -86.0% | +104.9% |
| 5Y | +28.8% | +141.3% | -112.5% | +14.5% |
| All | +49.0% | -68.5% | +117.5% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling