+65.4%
IVZ vs FDS
+84.7%
-19.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.9% |
| 7D | +0.6% | -1.9% | +2.5% | +1.6% |
| 30D | +4.0% | +9.0% | -5.0% | -0.9% |
| 3M | +18.2% | +18.9% | -0.7% | +5.4% |
| 6M | +32.8% | +35.1% | -2.3% | +7.3% |
| YTD | +28.7% | +5.5% | +23.2% | +19.6% |
| 1Y | +55.4% | -16.8% | +72.2% | +64.9% |
| 3Y | +135.2% | -28.1% | +163.3% | +170.8% |
| 5Y | +64.2% | -17.4% | +81.6% | +69.2% |
| All | +65.4% | +84.7% | -19.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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