+65.1%
IVZ vs FND
-60.2%
+125.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | +0.6% | -5.2% | +5.9% | +2.6% |
| 30D | +4.0% | -19.9% | +23.9% | +12.5% |
| 3M | +18.2% | +2.7% | +15.5% | +14.7% |
| 6M | +32.8% | -21.7% | +54.5% | +42.2% |
| YTD | +28.7% | -17.5% | +46.3% | +34.2% |
| 1Y | +55.4% | -39.3% | +94.7% | +81.9% |
| 3Y | +135.2% | -49.8% | +185.0% | +183.0% |
| All | +65.1% | -60.2% | +125.3% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling