+65.1%
IVZ vs FDS
-17.4%
+82.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.3% |
| 7D | +0.6% | -1.9% | +2.5% | +1.3% |
| 30D | +4.0% | +9.0% | -5.0% | +0.6% |
| 3M | +18.2% | +18.9% | -0.7% | +9.4% |
| 6M | +32.8% | +35.1% | -2.3% | +14.2% |
| YTD | +28.7% | +5.5% | +23.2% | +24.8% |
| 1Y | +55.4% | -16.8% | +72.2% | +70.5% |
| 3Y | +135.2% | -28.1% | +163.3% | +178.0% |
| All | +65.1% | -17.4% | +82.5% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling