+50.5%
IVZ vs FDS
+135.1%
-84.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.1% | +6.9% |
| 7D | +4.1% | -5.0% | +9.1% | +6.6% |
| 30D | -2.0% | +13.8% | -15.8% | -8.5% |
| 3M | -7.8% | +14.8% | -22.7% | -15.3% |
| 6M | +6.3% | +47.4% | -41.1% | -17.6% |
| YTD | +12.6% | +14.2% | -1.6% | -0.6% |
| 1Y | +27.6% | +26.6% | +1.0% | +4.9% |
| 3Y | +154.0% | -24.4% | +178.5% | +184.2% |
| 5Y | +37.3% | -22.6% | +59.9% | +49.1% |
| 10Y | +50.5% | +130.0% | -79.4% | -19.2% |
| All | +50.5% | +135.1% | -84.6% | -19.2% |
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