+19.1%
IVZ vs COO
-13.9%
+33.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +5.1% | -2.1% | +7.2% | +5.8% |
| 30D | -1.6% | +13.9% | -15.5% | -5.0% |
| 3M | -9.1% | -18.9% | +9.8% | -1.7% |
| 6M | +1.8% | +3.7% | -2.0% | -4.0% |
| YTD | +10.8% | -24.1% | +35.0% | +34.8% |
| 1Y | +19.1% | -14.2% | +33.3% | +34.3% |
| All | +19.1% | -13.9% | +33.0% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling