+48.7%
IVZ vs GWRE
-45.4%
+94.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -2.4% | -30.9% | +28.6% | -1.4% |
| 30D | +2.5% | -20.7% | +23.2% | +3.1% |
| 3M | +17.1% | +20.2% | -3.1% | +15.4% |
| 6M | +35.1% | -11.9% | +47.0% | +36.6% |
| YTD | +24.3% | -30.3% | +54.6% | +22.9% |
| 1Y | +48.7% | -44.6% | +93.3% | +52.9% |
| All | +48.7% | -45.4% | +94.1% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling