+137.4%
IVZ vs GWRE
+51.5%
+85.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | -0.1% |
| 7D | +1.2% | -26.2% | +27.4% | +5.0% |
| 30D | +1.8% | -17.8% | +19.5% | +3.8% |
| 3M | +15.7% | +14.2% | +1.5% | +11.2% |
| 6M | +36.3% | -12.9% | +49.2% | +36.9% |
| YTD | +24.9% | -29.2% | +54.2% | +30.5% |
| 1Y | +48.9% | -44.4% | +93.4% | +65.2% |
| All | +137.4% | +51.5% | +85.9% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling