+60.0%
IVZ vs GWRE
+15.9%
+44.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | +0.4% |
| 7D | +1.2% | -26.2% | +27.4% | +7.9% |
| 30D | +1.8% | -17.8% | +19.5% | +5.4% |
| 3M | +15.7% | +14.2% | +1.5% | +8.4% |
| 6M | +36.3% | -12.9% | +49.2% | +35.9% |
| YTD | +24.9% | -29.2% | +54.2% | +32.2% |
| 1Y | +48.9% | -44.4% | +93.4% | +71.1% |
| 3Y | +136.8% | +51.1% | +85.7% | +71.5% |
| 5Y | +60.0% | +16.5% | +43.4% | +20.3% |
| All | +60.0% | +15.9% | +44.0% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling