+27.4%
IVZ vs COO
-41.6%
+69.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.9% |
| 7D | -2.4% | +4.7% | -7.2% | -4.7% |
| 30D | -11.2% | +13.9% | -25.1% | -16.9% |
| 3M | -14.0% | -14.9% | +1.0% | -7.6% |
| 6M | +0.5% | +2.0% | -1.6% | -3.6% |
| YTD | +5.4% | -23.9% | +29.3% | +20.0% |
| 1Y | +19.5% | -9.6% | +29.1% | +23.4% |
| 3Y | +128.7% | -25.4% | +154.1% | +148.8% |
| All | +27.4% | -41.6% | +69.0% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling