+128.7%
IVZ vs FDS
-20.2%
+148.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -7.9% |
| 7D | -6.7% | +6.4% | -13.1% | -7.9% |
| 30D | -10.9% | +25.2% | -36.0% | -15.0% |
| 3M | -14.8% | +22.9% | -37.8% | -18.7% |
| 6M | +2.4% | +56.5% | -54.1% | -10.0% |
| YTD | +5.4% | +19.0% | -13.5% | +2.3% |
| 1Y | +19.6% | +32.7% | -13.2% | +10.3% |
| All | +128.7% | -20.2% | +148.9% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling