+37.0%
IVZ vs GFI
+300.1%
-263.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +7.6% | -8.7% | +16.3% | +8.7% |
| 30D | +4.3% | +0.6% | +3.7% | +4.2% |
| 3M | -9.3% | -7.5% | -1.9% | -8.8% |
| 6M | +5.2% | -18.3% | +23.6% | +6.8% |
| YTD | +13.4% | -13.8% | +27.2% | +13.5% |
| 1Y | +25.4% | -8.8% | +34.2% | +24.7% |
| 3Y | +152.5% | +215.8% | -63.4% | +113.8% |
| All | +37.0% | +300.1% | -263.1% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling