+63.2%
IVZ vs FRSH
-72.4%
+135.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | +1.2% | -9.6% | +10.7% | +3.5% |
| 30D | +1.8% | -0.4% | +2.2% | +1.7% |
| 3M | +15.7% | +27.2% | -11.4% | +8.5% |
| 6M | +36.3% | +42.2% | -5.9% | +23.3% |
| YTD | +24.9% | -2.6% | +27.5% | +22.9% |
| 1Y | +48.9% | -10.2% | +59.1% | +49.1% |
| 3Y | +136.8% | -45.5% | +182.3% | +158.7% |
| All | +63.2% | -72.4% | +135.6% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling