+128.7%
IVZ vs CAPR
+200.7%
-72.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.6% | -4.4% | -8.0% |
| 7D | -6.7% | +29.7% | -36.4% | -6.9% |
| 30D | -10.9% | +11.0% | -21.8% | -11.0% |
| 3M | -14.8% | +118.8% | -133.7% | -15.6% |
| 6M | +2.4% | -73.9% | +76.3% | +2.9% |
| YTD | +5.4% | -70.2% | +75.6% | +5.8% |
| 1Y | +19.6% | +38.3% | -18.7% | +15.3% |
| All | +128.7% | +200.7% | -72.0% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling