+49.0%
IVZ vs FFIV
+126.1%
-77.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -2.4% | -8.1% | +5.7% | +2.2% |
| 30D | -11.2% | -33.4% | +22.2% | +8.6% |
| 3M | -14.0% | -24.7% | +10.8% | -2.7% |
| 6M | +0.5% | -8.8% | +9.3% | +0.7% |
| YTD | +5.4% | +21.8% | -16.3% | -12.4% |
| 1Y | +19.5% | +25.3% | -5.8% | -2.6% |
| 3Y | +128.7% | +101.2% | +27.6% | +34.5% |
| 5Y | +28.8% | +40.2% | -11.5% | -7.7% |
| All | +49.0% | +126.1% | -77.1% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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