+43.6%
IVZ vs COO
+41.6%
+2.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.2% |
| 7D | +2.2% | +4.5% | -2.3% | -0.2% |
| 30D | -2.2% | +16.9% | -19.1% | -10.5% |
| 3M | -8.4% | -16.7% | +8.3% | +0.2% |
| 6M | +6.2% | +5.9% | +0.2% | -0.5% |
| YTD | +12.4% | -22.4% | +34.8% | +27.3% |
| 1Y | +26.0% | -10.1% | +36.1% | +30.5% |
| 3Y | +147.9% | -22.8% | +170.6% | +167.1% |
| 5Y | +38.8% | -41.4% | +80.2% | +74.5% |
| All | +43.6% | +41.6% | +2.0% | +34.1% |
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