+41.5%
IVZ vs GWRE
+167.6%
-126.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | +7.6% | -2.0% | +9.6% | +8.2% |
| 30D | +4.3% | -4.1% | +8.4% | +5.2% |
| 3M | -9.3% | -13.4% | +4.0% | -7.4% |
| 6M | +5.2% | +26.0% | -20.7% | -8.4% |
| YTD | +13.4% | -21.3% | +34.7% | +15.2% |
| 1Y | +25.4% | -27.5% | +52.9% | +31.4% |
| 3Y | +152.5% | +72.7% | +79.8% | +69.9% |
| 5Y | +36.7% | +26.4% | +10.3% | +1.9% |
| All | +41.5% | +167.6% | -126.1% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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