+45.6%
IVZ vs FRSH
-72.1%
+117.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | -2.8% | -8.9% | +6.1% | -0.7% |
| 30D | -2.2% | -13.2% | +11.1% | +0.8% |
| 3M | -8.1% | +0.9% | -9.0% | -8.9% |
| 6M | +3.8% | +40.3% | -36.5% | -5.8% |
| YTD | +11.5% | -1.4% | +12.8% | +8.8% |
| 1Y | +23.7% | +3.8% | +19.9% | +19.1% |
| 3Y | +145.8% | -30.8% | +176.6% | +154.3% |
| 5Y | +36.1% | -68.5% | +104.7% | +35.8% |
| All | +45.6% | -72.1% | +117.7% | +43.5% |
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