+33.6%
IVZ vs GRMN
+119.4%
-85.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.1% | +0.8% |
| 7D | +5.1% | -0.1% | +5.2% | +5.2% |
| 30D | -1.6% | +3.5% | -5.1% | -3.5% |
| 3M | -9.1% | -7.3% | -1.8% | -5.8% |
| 6M | +1.8% | +21.8% | -20.0% | -10.6% |
| YTD | +10.8% | +42.8% | -32.0% | -12.1% |
| 1Y | +19.1% | +46.5% | -27.4% | -7.0% |
| 3Y | +144.4% | +158.3% | -13.9% | +17.5% |
| 5Y | +33.6% | +122.6% | -89.1% | -30.7% |
| All | +33.6% | +119.4% | -85.9% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling