+25.4%
IVZ vs FTV
+31.1%
-5.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +7.6% | +3.9% | +3.7% | +5.6% |
| 30D | +4.3% | +18.7% | -14.3% | -3.2% |
| 3M | -9.3% | +10.0% | -19.4% | -12.9% |
| 6M | +5.2% | +14.6% | -9.3% | -1.0% |
| YTD | +13.4% | +23.4% | -10.0% | +2.8% |
| 1Y | +25.4% | +31.3% | -5.9% | +9.7% |
| All | +25.4% | +31.1% | -5.7% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling