+49.0%
IVZ vs FTV
+109.5%
-60.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.4% | +0.2% | -2.7% | -2.5% |
| 30D | -11.2% | +15.7% | -26.9% | -21.3% |
| 3M | -14.0% | +7.5% | -21.5% | -19.4% |
| 6M | +0.5% | +8.5% | -8.0% | -7.2% |
| YTD | +5.4% | +18.8% | -13.4% | -11.2% |
| 1Y | +19.5% | +28.5% | -9.1% | -6.2% |
| 3Y | +128.7% | +34.0% | +94.7% | +70.5% |
| 5Y | +28.8% | +12.6% | +16.2% | +10.6% |
| All | +49.0% | +109.5% | -60.5% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling