+40.4%
IVZ vs GWRE
+167.6%
-127.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +6.8% | -2.0% | +8.8% | +7.4% |
| 30D | +3.5% | -4.1% | +7.6% | +4.4% |
| 3M | -10.0% | -13.4% | +3.3% | -8.1% |
| 6M | +4.5% | +26.0% | -21.5% | -9.1% |
| YTD | +12.6% | -21.3% | +33.9% | +14.4% |
| 1Y | +24.4% | -27.5% | +51.9% | +30.4% |
| 3Y | +150.6% | +72.7% | +77.9% | +68.6% |
| 5Y | +35.7% | +26.4% | +9.3% | +1.1% |
| All | +40.4% | +167.6% | -127.2% | -32.9% |
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