+65.4%
IVZ vs COO
+49.3%
+16.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +2.0% |
| 7D | +0.6% | -2.2% | +2.9% | +2.0% |
| 30D | +4.0% | -7.0% | +11.0% | +8.3% |
| 3M | +18.2% | +12.2% | +6.0% | +8.9% |
| 6M | +32.8% | -15.1% | +47.9% | +44.6% |
| YTD | +28.7% | -15.1% | +43.8% | +40.3% |
| 1Y | +55.4% | +2.3% | +53.0% | +50.4% |
| 3Y | +135.2% | -23.7% | +158.9% | +160.6% |
| 5Y | +64.2% | -38.9% | +103.1% | +104.8% |
| All | +65.4% | +49.3% | +16.1% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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