+128.7%
IVZ vs FGI
+1.5%
+127.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -2.4% | -7.0% | +4.5% | -2.4% |
| 30D | -11.2% | -4.2% | -7.0% | -11.2% |
| 3M | -14.0% | +55.6% | -69.6% | -15.3% |
| 6M | +0.5% | -3.2% | +3.6% | -0.8% |
| YTD | +5.4% | +29.1% | -23.7% | +3.2% |
| 1Y | +19.5% | +51.0% | -31.5% | +17.1% |
| 3Y | +128.7% | +1.5% | +127.2% | +136.1% |
| All | +128.7% | +1.5% | +127.2% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling