+41.5%
IVZ vs GFI
+1,288.5%
-1,247.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +7.6% | -8.7% | +16.3% | +8.1% |
| 30D | +4.3% | +0.6% | +3.7% | +4.3% |
| 3M | -9.3% | -7.5% | -1.9% | -9.1% |
| 6M | +5.2% | -18.3% | +23.6% | +5.8% |
| YTD | +13.4% | -13.8% | +27.2% | +13.6% |
| 1Y | +25.4% | -8.8% | +34.2% | +25.3% |
| 3Y | +152.5% | +215.8% | -63.4% | +143.1% |
| 5Y | +36.7% | +301.2% | -264.5% | +31.1% |
| All | +41.5% | +1,288.5% | -1,247.0% | +48.9% |
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