+58.3%
IVZ vs GWRE
+129.6%
-71.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -2.4% | -30.9% | +28.6% | +8.6% |
| 30D | +2.5% | -20.7% | +23.2% | +8.7% |
| 3M | +17.1% | +20.2% | -3.1% | +5.9% |
| 6M | +35.1% | -11.9% | +47.0% | +33.1% |
| YTD | +24.3% | -30.3% | +54.6% | +32.5% |
| 1Y | +48.7% | -44.6% | +93.3% | +73.0% |
| 3Y | +135.6% | +48.8% | +86.8% | +68.7% |
| 5Y | +60.3% | +14.8% | +45.6% | +23.7% |
| All | +58.3% | +129.6% | -71.3% | -14.2% |
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