+82.9%
IVZ vs FLR
+482.5%
-399.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -1.3% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | -11.2% | -9.1% | -2.1% | -7.8% |
| 3M | -14.0% | -4.7% | -9.3% | -13.7% |
| 6M | +0.5% | -14.2% | +14.7% | +3.5% |
| YTD | +5.4% | +17.3% | -11.9% | -5.1% |
| 1Y | +19.5% | +4.3% | +15.2% | +12.5% |
| 3Y | +128.7% | +30.7% | +98.0% | +82.2% |
| 5Y | +28.8% | +101.3% | -72.5% | -19.0% |
| 10Y | +52.3% | +12.4% | +39.9% | -10.1% |
| All | +82.9% | +482.5% | -399.6% | -47.3% |
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 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