+19.5%
IVZ vs FIVE
+55.9%
-36.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.4% | -0.3% | -2.2% | -2.3% |
| 30D | -11.2% | +17.7% | -28.9% | -13.9% |
| 3M | -14.0% | +4.0% | -17.9% | -14.7% |
| 6M | +0.5% | +2.6% | -2.2% | +0.2% |
| YTD | +5.4% | +27.6% | -22.1% | -6.1% |
| 1Y | +19.5% | +59.9% | -40.5% | -7.2% |
| All | +19.5% | +55.9% | -36.4% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling