+30.7%
IVZ vs FRSH
+21.1%
+9.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.3% | +10.5% | +4.8% |
| 7D | +2.6% | -13.8% | +16.4% | +4.1% |
| 30D | -3.5% | +0.3% | -3.8% | -3.7% |
| 3M | -7.4% | +10.1% | -17.5% | -8.6% |
| 6M | +14.7% | +47.7% | -33.0% | +8.5% |
| YTD | +14.6% | +8.2% | +6.4% | +14.2% |
| 1Y | +30.7% | +21.4% | +9.3% | +28.8% |
| All | +30.7% | +21.1% | +9.6% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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