+65.1%
IVZ vs GRMN
+75.1%
-10.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.6% | -2.9% | +3.5% | +2.1% |
| 30D | +4.0% | -8.4% | +12.4% | +8.7% |
| 3M | +18.2% | +15.0% | +3.2% | +7.9% |
| 6M | +32.8% | +11.2% | +21.6% | +22.9% |
| YTD | +28.7% | +37.7% | -9.0% | +5.1% |
| 1Y | +55.4% | +18.5% | +36.9% | +37.1% |
| 3Y | +135.2% | +175.8% | -40.6% | +11.0% |
| All | +65.1% | +75.1% | -10.0% | -14.1% |
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 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