+26.2%
IVZ vs FND
-10.2%
+36.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +5.7% |
| 7D | +4.1% | +8.5% | -4.4% | +2.1% |
| 30D | -2.0% | +17.2% | -19.2% | -5.6% |
| 3M | -7.8% | -14.9% | +7.1% | -4.9% |
| 6M | +6.3% | +3.1% | +3.2% | +4.0% |
| YTD | +12.6% | -12.4% | +25.0% | +16.1% |
| All | +26.2% | -10.2% | +36.4% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling