+36.1%
IVZ vs FRSH
-68.3%
+104.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | -2.8% | -8.9% | +6.1% | -0.6% |
| 30D | -2.2% | -13.2% | +11.1% | +1.0% |
| 3M | -8.1% | +0.9% | -9.0% | -9.0% |
| 6M | +3.8% | +40.3% | -36.5% | -6.3% |
| YTD | +11.5% | -1.4% | +12.8% | +8.7% |
| 1Y | +23.7% | +3.8% | +19.9% | +18.9% |
| 3Y | +145.8% | -30.8% | +176.6% | +154.7% |
| 5Y | +36.1% | -68.5% | +104.7% | +38.9% |
| All | +36.1% | -68.3% | +104.5% | +38.9% |
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