+886.2%
IVZ vs GEN
+2,167.6%
-1,281.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -7.8% |
| 7D | -6.7% | +8.5% | -15.2% | -8.7% |
| 30D | -10.9% | +34.2% | -45.1% | -17.8% |
| 3M | -14.8% | +10.0% | -24.8% | -17.8% |
| 6M | +2.4% | +56.8% | -54.4% | -10.7% |
| YTD | +5.4% | +14.2% | -8.8% | -0.4% |
| 1Y | +19.6% | +20.8% | -1.2% | +11.3% |
| 3Y | +122.4% | +84.1% | +38.4% | +85.0% |
| 5Y | +28.8% | +37.1% | -8.3% | +13.9% |
| 10Y | +52.3% | +171.5% | -119.2% | +6.8% |
| All | +886.2% | +2,167.6% | -1,281.4% | +344.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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