+140.3%
IVZ vs IAG
+746.3%
-606.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.4% |
| 7D | +0.6% | -0.5% | +1.2% | +0.7% |
| 30D | +4.0% | +28.9% | -24.9% | +0.5% |
| 3M | +18.2% | +19.1% | -1.0% | +15.0% |
| 6M | +32.8% | -10.3% | +43.1% | +32.5% |
| YTD | +28.7% | +24.2% | +4.6% | +23.4% |
| 1Y | +55.4% | +116.5% | -61.1% | +39.1% |
| All | +140.3% | +746.3% | -606.0% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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