+37.0%
IVZ vs FTV
+17.3%
+19.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +7.6% | +3.9% | +3.7% | +4.5% |
| 30D | +4.3% | +18.7% | -14.3% | -8.4% |
| 3M | -9.3% | +10.0% | -19.4% | -15.9% |
| 6M | +5.2% | +14.6% | -9.3% | -6.1% |
| YTD | +13.4% | +23.4% | -10.0% | -6.1% |
| 1Y | +25.4% | +31.3% | -5.9% | -1.7% |
| 3Y | +152.5% | +39.8% | +112.7% | +83.4% |
| All | +37.0% | +17.3% | +19.6% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling