+50.5%
IVZ vs GRMN
+693.0%
-642.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.4% |
| 7D | +4.1% | +6.4% | -2.3% | +0.2% |
| 30D | -2.0% | +8.7% | -10.8% | -7.3% |
| 3M | -7.8% | -5.8% | -2.1% | -4.8% |
| 6M | +6.3% | +22.5% | -16.2% | -9.6% |
| YTD | +12.6% | +45.6% | -33.1% | -15.8% |
| 1Y | +27.6% | +47.5% | -19.8% | -5.3% |
| 3Y | +154.0% | +166.2% | -12.2% | +10.4% |
| 5Y | +37.3% | +124.1% | -86.8% | -32.6% |
| 10Y | +50.5% | +668.0% | -617.5% | -65.6% |
| All | +50.5% | +693.0% | -642.4% | -65.6% |
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