+65.1%
IVZ vs CAPR
+84.7%
-19.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +0.6% | -2.0% | +2.6% | +0.7% |
| 30D | +4.0% | +139.2% | -135.2% | +2.6% |
| 3M | +18.2% | -66.4% | +84.5% | +18.8% |
| 6M | +32.8% | -63.1% | +96.0% | +33.3% |
| YTD | +28.7% | -67.4% | +96.2% | +29.3% |
| 1Y | +55.4% | +58.2% | -2.9% | +46.5% |
| 3Y | +135.2% | +42.2% | +93.0% | +101.4% |
| All | +65.1% | +84.7% | -19.6% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling