+37.0%
IVZ vs COO
-40.4%
+77.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.0% |
| 7D | +7.6% | +0.5% | +7.1% | +7.4% |
| 30D | +4.3% | +14.2% | -9.8% | -2.4% |
| 3M | -9.3% | -18.2% | +8.9% | -0.3% |
| 6M | +5.2% | +5.3% | -0.1% | -0.7% |
| YTD | +13.4% | -23.6% | +37.0% | +29.1% |
| 1Y | +25.4% | -12.7% | +38.1% | +32.1% |
| 3Y | +152.5% | -24.2% | +176.7% | +171.7% |
| All | +37.0% | -40.4% | +77.3% | +60.6% |
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