+148.1%
IVZ vs FND
-35.3%
+183.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -2.8% | -4.4% | +1.6% | -1.2% |
| 30D | -2.2% | +14.5% | -16.7% | -6.7% |
| 3M | -8.1% | -15.6% | +7.5% | -3.2% |
| 6M | +3.8% | +4.7% | -0.9% | -0.4% |
| YTD | +11.5% | -16.1% | +27.6% | +15.2% |
| 1Y | +23.7% | -16.0% | +39.7% | +27.5% |
| All | +148.1% | -35.3% | +183.4% | +158.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling