+38.2%
IVZ vs FDS
+127.0%
-88.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.1% |
| 7D | +5.1% | -2.6% | +7.7% | +6.4% |
| 30D | -1.6% | +14.1% | -15.6% | -8.2% |
| 3M | -9.1% | +19.8% | -28.9% | -18.3% |
| 6M | +1.8% | +55.0% | -53.2% | -23.3% |
| YTD | +10.8% | +15.9% | -5.1% | -2.8% |
| 1Y | +19.1% | +24.2% | -5.1% | -0.6% |
| 3Y | +144.4% | -24.0% | +168.5% | +173.2% |
| 5Y | +33.6% | -23.3% | +56.9% | +46.3% |
| All | +38.2% | +127.0% | -88.7% | -25.0% |
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