+65.1%
IVZ vs FFIV
+91.3%
-26.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +0.6% | -1.0% | +1.6% | +1.1% |
| 30D | +4.0% | -5.1% | +9.1% | +6.6% |
| 3M | +18.2% | -4.5% | +22.6% | +20.3% |
| 6M | +32.8% | +36.5% | -3.6% | +8.9% |
| YTD | +28.7% | +53.0% | -24.2% | -1.9% |
| 1Y | +55.4% | +24.2% | +31.2% | +32.6% |
| 3Y | +135.2% | +137.2% | -2.0% | +30.9% |
| All | +65.1% | +91.3% | -26.2% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling