+19.5%
IVZ vs FTV
+29.5%
-10.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.4% | +0.2% | -2.7% | -2.3% |
| 30D | -11.2% | +15.7% | -26.9% | -16.5% |
| 3M | -14.0% | +7.5% | -21.5% | -16.5% |
| 6M | +0.5% | +8.5% | -8.0% | -3.0% |
| YTD | +5.4% | +18.8% | -13.4% | -2.7% |
| 1Y | +19.5% | +28.5% | -9.1% | +4.8% |
| All | +19.5% | +29.5% | -10.0% | +4.8% |
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