+248.3%
IVZ vs FFIV
+5,982.7%
-5,734.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.5% | -2.6% | -6.7% |
| 7D | -6.7% | -14.2% | +7.5% | -3.2% |
| 30D | -10.9% | -33.6% | +22.8% | -2.6% |
| 3M | -14.8% | -24.2% | +9.4% | -10.0% |
| 6M | +2.4% | -8.3% | +10.7% | +3.3% |
| YTD | +5.4% | +22.1% | -16.7% | -0.9% |
| 1Y | +19.6% | +26.5% | -6.9% | +11.5% |
| 3Y | +122.4% | +102.3% | +20.1% | +85.6% |
| 5Y | +28.8% | +40.6% | -11.9% | +16.7% |
| 10Y | +52.3% | +129.7% | -77.4% | +23.9% |
| All | +248.3% | +5,982.7% | -5,734.5% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling