+1,104.4%
IVZ vs GFI
+569.1%
+535.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +0.6% | +3.1% | -2.5% | +0.4% |
| 30D | +4.0% | +27.1% | -23.1% | +2.2% |
| 3M | +18.2% | +21.2% | -3.0% | +16.4% |
| 6M | +32.8% | -4.5% | +37.3% | +32.6% |
| YTD | +28.7% | +11.7% | +17.0% | +26.8% |
| 1Y | +55.4% | +46.0% | +9.3% | +49.9% |
| 3Y | +135.2% | +309.6% | -174.3% | +109.2% |
| 5Y | +64.2% | +506.0% | -441.9% | +40.2% |
| 10Y | +64.6% | +1,009.2% | -944.6% | +27.7% |
| All | +1,104.4% | +569.1% | +535.2% | +858.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling