+50.5%
IVZ vs FLR
+17.5%
+33.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.3% | -1.5% | +4.6% |
| 7D | +4.1% | +8.5% | -4.4% | +2.0% |
| 30D | -2.0% | -0.7% | -1.3% | -1.9% |
| 3M | -7.8% | -11.7% | +3.9% | -5.2% |
| 6M | +6.3% | +16.2% | -9.9% | +1.0% |
| YTD | +12.6% | +27.0% | -14.4% | +3.5% |
| 1Y | +27.6% | +10.1% | +17.6% | +21.6% |
| 3Y | +154.0% | +46.2% | +107.8% | +116.4% |
| 5Y | +37.3% | +121.4% | -84.1% | +3.2% |
| 10Y | +50.5% | +11.0% | +39.6% | +27.3% |
| All | +50.5% | +17.5% | +33.1% | +27.3% |
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