+63.4%
IVZ vs GFI
+1,023.9%
-960.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.8% |
| 7D | +1.2% | +4.7% | -3.5% | +1.0% |
| 30D | +1.8% | +14.4% | -12.6% | +1.2% |
| 3M | +15.7% | +32.5% | -16.8% | +14.2% |
| 6M | +36.3% | -7.2% | +43.5% | +36.1% |
| YTD | +24.9% | +10.9% | +14.1% | +23.9% |
| 1Y | +48.9% | +35.5% | +13.5% | +46.6% |
| 3Y | +136.8% | +312.1% | -175.3% | +125.5% |
| 5Y | +60.0% | +524.6% | -464.6% | +52.2% |
| 10Y | +63.4% | +1,092.7% | -1,029.4% | +75.3% |
| All | +63.4% | +1,023.9% | -960.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling