+291.3%
IVZ vs IAG
+308.0%
-16.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.2% | -8.2% | -8.0% |
| 7D | -6.7% | +4.5% | -11.2% | -7.1% |
| 30D | -10.9% | -5.7% | -5.2% | -10.4% |
| 3M | -14.8% | +10.1% | -25.0% | -16.0% |
| 6M | +2.4% | +7.3% | -4.9% | +1.1% |
| YTD | +5.4% | +6.1% | -0.7% | +3.3% |
| 1Y | +19.6% | +46.8% | -27.3% | +13.3% |
| 3Y | +122.4% | +573.1% | -450.6% | +75.7% |
| 5Y | +28.8% | +477.6% | -448.8% | -0.4% |
| 10Y | +52.3% | +315.7% | -263.4% | +12.2% |
| All | +291.3% | +308.0% | -16.7% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling