+42.4%
IVZ vs FFIV
+130.1%
-87.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | -2.8% | -2.9% | +0.2% | -1.0% |
| 30D | -2.2% | -32.4% | +30.3% | +18.9% |
| 3M | -8.1% | -22.7% | +14.6% | +2.5% |
| 6M | +3.8% | -10.7% | +14.5% | +5.5% |
| YTD | +11.5% | +25.4% | -13.9% | -8.8% |
| 1Y | +23.7% | +34.2% | -10.5% | -2.9% |
| 3Y | +145.8% | +101.2% | +44.6% | +45.1% |
| 5Y | +36.1% | +42.0% | -5.8% | -2.9% |
| 10Y | +42.4% | +126.7% | -84.3% | -31.6% |
| All | +42.4% | +130.1% | -87.6% | -31.6% |
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