+111.2%
IVZ vs FTV
+90.8%
+20.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.9% |
| 7D | +0.6% | -4.5% | +5.1% | +4.5% |
| 30D | +4.0% | -7.1% | +11.1% | +10.3% |
| 3M | +18.2% | -7.2% | +25.3% | +24.7% |
| 6M | +32.8% | -1.5% | +34.3% | +32.9% |
| YTD | +28.7% | +3.5% | +25.3% | +22.2% |
| 1Y | +55.4% | +20.3% | +35.0% | +29.0% |
| 3Y | +135.2% | -3.1% | +138.3% | +132.2% |
| 5Y | +64.2% | +2.3% | +61.8% | +53.2% |
| 10Y | +64.6% | +76.3% | -11.7% | +10.5% |
| All | +111.2% | +90.8% | +20.4% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling