+55.4%
IVZ vs GDDY
-29.3%
+84.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | +0.6% | +3.7% | -3.1% | +0.5% |
| 30D | +4.0% | +10.4% | -6.4% | +3.6% |
| 3M | +18.2% | +19.4% | -1.2% | +16.8% |
| 6M | +32.8% | +14.3% | +18.6% | +31.6% |
| YTD | +28.7% | -18.4% | +47.1% | +41.5% |
| 1Y | +55.4% | -30.1% | +85.5% | +79.9% |
| All | +55.4% | -29.3% | +84.7% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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