+133.9%
IVZ vs FIVE
+867.4%
-733.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.7% | -2.5% | +2.1% |
| 7D | +2.6% | +7.5% | -4.8% | +0.4% |
| 30D | -3.5% | +16.7% | -20.2% | -8.1% |
| 3M | -7.4% | +13.4% | -20.7% | -11.4% |
| 6M | +14.7% | +9.0% | +5.7% | +9.9% |
| YTD | +14.6% | +33.8% | -19.2% | +2.6% |
| 1Y | +30.7% | +61.2% | -30.5% | +10.3% |
| 3Y | +141.8% | +42.1% | +99.7% | +96.3% |
| 5Y | +40.2% | +21.4% | +18.8% | +15.9% |
| 10Y | +65.6% | +609.1% | -543.5% | -15.5% |
| All | +133.9% | +867.4% | -733.5% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling