+150.2%
IVZ vs GRMN
+160.9%
-10.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.3% |
| 7D | +2.2% | +6.3% | -4.2% | 0.0% |
| 30D | -2.2% | +7.6% | -9.7% | -4.8% |
| 3M | -8.4% | -7.5% | -1.0% | -6.0% |
| 6M | +6.2% | +21.2% | -15.1% | -2.8% |
| YTD | +12.4% | +44.0% | -31.6% | -4.9% |
| 1Y | +26.0% | +44.7% | -18.7% | +6.3% |
| All | +150.2% | +160.9% | -10.8% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling