+188.9%
IVZ vs GNRC
+2,151.7%
-1,962.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +5.1% | +11.9% | -6.8% | +1.1% |
| 30D | -1.6% | -10.0% | +8.4% | +1.4% |
| 3M | -9.1% | -13.1% | +3.9% | -6.3% |
| 6M | +1.8% | -28.5% | +30.2% | +10.3% |
| YTD | +10.8% | +41.4% | -30.6% | -7.3% |
| 1Y | +19.1% | +18.8% | +0.4% | +5.5% |
| 3Y | +144.4% | +86.3% | +58.2% | +78.4% |
| 5Y | +33.6% | -56.8% | +90.4% | +48.0% |
| 10Y | +41.7% | +382.1% | -340.4% | -37.5% |
| All | +188.9% | +2,151.7% | -1,962.8% | -33.0% |
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