+44.8%
IVZ vs FRSH
-70.7%
+115.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.4% | -1.7% |
| 7D | +5.1% | -0.2% | +5.4% | +5.1% |
| 30D | -1.6% | -8.8% | +7.3% | +0.3% |
| 3M | -9.1% | +8.8% | -17.9% | -11.5% |
| 6M | +1.8% | +49.1% | -47.3% | -9.0% |
| YTD | +10.8% | +3.4% | +7.4% | +7.0% |
| 1Y | +19.1% | +8.8% | +10.3% | +13.5% |
| 3Y | +144.4% | -27.4% | +171.8% | +150.0% |
| 5Y | +33.6% | -66.4% | +100.0% | +31.8% |
| All | +44.8% | -70.7% | +115.5% | +41.1% |
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 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