+49.0%
IVZ vs GRMN
+668.8%
-619.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -2.4% | +4.7% | -7.2% | -5.2% |
| 30D | -11.2% | +3.4% | -14.6% | -13.4% |
| 3M | -14.0% | -5.0% | -8.9% | -11.7% |
| 6M | +0.5% | +18.6% | -18.1% | -12.8% |
| YTD | +5.4% | +42.5% | -37.1% | -20.1% |
| 1Y | +19.5% | +42.3% | -22.9% | -9.5% |
| 3Y | +128.7% | +158.5% | -29.8% | +1.2% |
| 5Y | +28.8% | +123.6% | -94.8% | -37.1% |
| All | +49.0% | +668.8% | -619.8% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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