+63.4%
IVZ vs GNRC
+425.3%
-361.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | +1.2% | +3.2% | -2.0% | 0.0% |
| 30D | +1.8% | -9.5% | +11.3% | +5.2% |
| 3M | +15.7% | -28.5% | +44.3% | +28.7% |
| 6M | +36.3% | -10.0% | +46.3% | +37.0% |
| YTD | +24.9% | +36.7% | -11.8% | +5.5% |
| 1Y | +48.9% | +2.6% | +46.4% | +38.7% |
| 3Y | +136.8% | +61.9% | +74.9% | +77.3% |
| 5Y | +60.0% | -59.0% | +119.0% | +91.4% |
| 10Y | +63.4% | +444.8% | -381.4% | -51.8% |
| All | +63.4% | +425.3% | -361.9% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling