+140.3%
IVZ vs FIVE
+50.0%
+90.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | 0.0% |
| 7D | +0.6% | +4.3% | -3.6% | -0.3% |
| 30D | +4.0% | +12.5% | -8.5% | +1.1% |
| 3M | +18.2% | +31.2% | -13.1% | +10.7% |
| 6M | +32.8% | +14.4% | +18.5% | +27.4% |
| YTD | +28.7% | +33.9% | -5.1% | +18.9% |
| 1Y | +55.4% | +65.1% | -9.7% | +36.3% |
| All | +140.3% | +50.0% | +90.3% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling