+128.7%
IVZ vs FDS
-23.2%
+151.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.7% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | -11.2% | +20.2% | -31.4% | -14.7% |
| 3M | -14.0% | +19.9% | -33.8% | -17.5% |
| 6M | +0.5% | +56.2% | -55.7% | -12.1% |
| YTD | +5.4% | +14.6% | -9.1% | +3.1% |
| 1Y | +19.5% | +31.6% | -12.1% | +9.7% |
| 3Y | +128.7% | -23.8% | +152.5% | +170.2% |
| All | +128.7% | -23.2% | +151.9% | +170.2% |
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