+68.2%
IVZ vs FRSH
-70.6%
+138.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.8% | +2.2% |
| 7D | +0.6% | -8.2% | +8.8% | +2.6% |
| 30D | +4.0% | +10.5% | -6.5% | +1.4% |
| 3M | +18.2% | +32.7% | -14.6% | +9.7% |
| 6M | +32.8% | +50.3% | -17.5% | +18.6% |
| YTD | +28.7% | +3.9% | +24.8% | +24.8% |
| 1Y | +55.4% | -2.2% | +57.5% | +52.5% |
| 3Y | +135.2% | -42.9% | +178.1% | +154.0% |
| All | +68.2% | -70.6% | +138.7% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling