+235.6%
IVZ vs GNRC
+2,087.1%
-1,851.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.3% |
| 7D | +0.6% | +1.9% | -1.3% | 0.0% |
| 30D | +4.0% | -13.8% | +17.8% | +9.1% |
| 3M | +18.2% | -32.6% | +50.8% | +33.3% |
| 6M | +32.8% | -15.2% | +48.0% | +36.6% |
| YTD | +28.7% | +37.4% | -8.6% | +10.4% |
| 1Y | +55.4% | +5.1% | +50.2% | +44.7% |
| 3Y | +135.2% | +57.5% | +77.7% | +83.7% |
| 5Y | +64.2% | -58.7% | +122.9% | +86.6% |
| 10Y | +64.6% | +395.5% | -330.9% | -26.9% |
| All | +235.6% | +2,087.1% | -1,851.5% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling