+123.4%
IVZ vs FLR
+603.8%
-480.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.0% |
| 7D | +0.6% | +5.4% | -4.8% | -1.6% |
| 30D | +4.0% | +11.4% | -7.4% | -1.7% |
| 3M | +18.2% | +11.4% | +6.8% | +11.2% |
| 6M | +32.8% | +16.6% | +16.2% | +20.7% |
| YTD | +28.7% | +41.7% | -13.0% | +7.7% |
| 1Y | +55.4% | +35.4% | +20.0% | +31.1% |
| 3Y | +135.2% | +57.3% | +77.9% | +74.0% |
| 5Y | +64.2% | +241.0% | -176.8% | -17.7% |
| 10Y | +64.6% | +16.6% | +48.0% | -2.3% |
| All | +123.4% | +603.8% | -480.4% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling