+32.8%
IVZ vs FRSH
+46.6%
-13.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.8% | +1.1% |
| 7D | +0.6% | -8.2% | +8.8% | +0.6% |
| 30D | +4.0% | +10.5% | -6.5% | +4.3% |
| 3M | +18.2% | +32.7% | -14.6% | +19.1% |
| 6M | +32.8% | +50.3% | -17.5% | +33.1% |
| All | +32.8% | +46.6% | -13.8% | +33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling