+60.3%
IVZ vs GDDY
+27.3%
+33.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.3% |
| 7D | -2.4% | -7.0% | +4.6% | -0.5% |
| 30D | +2.5% | +6.2% | -3.7% | +0.2% |
| 3M | +17.1% | +20.0% | -3.0% | +7.7% |
| 6M | +35.1% | +6.8% | +28.3% | +28.4% |
| YTD | +24.3% | -22.3% | +46.6% | +33.0% |
| 1Y | +48.7% | -33.5% | +82.2% | +69.4% |
| 3Y | +135.6% | +29.2% | +106.4% | +89.4% |
| 5Y | +60.3% | +28.1% | +32.3% | +44.0% |
| All | +60.3% | +27.3% | +33.0% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling