+50.5%
IVZ vs FIVE
+596.6%
-546.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.6% | +1.2% | +4.8% |
| 7D | +4.1% | +6.2% | -2.1% | +2.1% |
| 30D | -2.0% | +18.2% | -20.2% | -7.5% |
| 3M | -7.8% | +3.8% | -11.7% | -9.4% |
| 6M | +6.3% | +13.7% | -7.4% | 0.0% |
| YTD | +12.6% | +34.7% | -22.2% | -0.9% |
| 1Y | +27.6% | +66.6% | -39.0% | +4.2% |
| 3Y | +154.0% | +44.3% | +109.7% | +100.3% |
| 5Y | +37.3% | +18.8% | +18.5% | +12.1% |
| 10Y | +50.5% | +569.2% | -518.6% | -28.4% |
| All | +50.5% | +596.6% | -546.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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