+64.5%
IVZ vs FRSH
-72.0%
+136.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.1% |
| 7D | +1.1% | -10.1% | +11.2% | +3.6% |
| 30D | +3.1% | +2.2% | +0.9% | +2.4% |
| 3M | +18.2% | +28.6% | -10.4% | +10.5% |
| 6M | +38.6% | +40.2% | -1.6% | +25.8% |
| YTD | +25.9% | -1.2% | +27.1% | +23.5% |
| 1Y | +51.7% | -7.9% | +59.6% | +51.0% |
| 3Y | +138.7% | -44.7% | +183.4% | +159.9% |
| All | +64.5% | -72.0% | +136.5% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling