+30.7%
IVZ vs GNRC
+17.5%
+13.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.5% | +13.7% | +5.7% |
| 7D | +2.6% | -6.0% | +8.6% | +3.5% |
| 30D | -3.5% | -12.0% | +8.6% | -1.7% |
| 3M | -7.4% | -13.4% | +6.0% | -5.6% |
| 6M | +14.7% | -26.4% | +41.1% | +19.2% |
| YTD | +14.6% | +38.8% | -24.2% | +0.9% |
| 1Y | +30.7% | +20.9% | +9.8% | +19.1% |
| All | +30.7% | +17.5% | +13.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling