+886.2%
IVZ vs COO
+5,243.0%
-4,356.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.4% | -6.6% | -7.5% |
| 7D | -6.7% | +5.3% | -11.9% | -8.4% |
| 30D | -10.9% | +12.5% | -23.4% | -14.7% |
| 3M | -14.8% | -15.1% | +0.3% | -10.5% |
| 6M | +2.4% | +3.7% | -1.3% | -0.6% |
| YTD | +5.4% | -22.5% | +27.9% | +14.0% |
| 1Y | +19.6% | -7.8% | +27.4% | +21.3% |
| 3Y | +122.4% | -24.1% | +146.5% | +137.8% |
| 5Y | +28.8% | -40.1% | +68.9% | +49.4% |
| 10Y | +52.3% | +44.7% | +7.6% | +33.0% |
| All | +886.2% | +5,243.0% | -4,356.8% | +353.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling