+60.9%
IVZ vs FLR
+18.9%
+42.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +3.1% | -0.7% | +3.8% | +3.0% |
| 3M | +18.2% | +14.3% | +3.8% | +13.1% |
| 6M | +38.6% | +25.6% | +13.0% | +28.2% |
| YTD | +25.9% | +42.9% | -17.0% | +12.4% |
| 1Y | +51.7% | +38.7% | +12.9% | +35.8% |
| 3Y | +138.7% | +61.8% | +76.9% | +98.1% |
| 5Y | +62.8% | +254.1% | -191.3% | +8.6% |
| 10Y | +60.9% | +20.0% | +40.9% | +31.2% |
| All | +60.9% | +18.9% | +42.1% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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