+291.3%
IVZ vs IAG
+337.4%
-46.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | -0.7% |
| 7D | -2.4% | +21.4% | -23.9% | -4.4% |
| 30D | -11.2% | +4.0% | -15.3% | -11.7% |
| 3M | -14.0% | +17.0% | -31.0% | -15.7% |
| 6M | +0.5% | +1.4% | -1.0% | -0.3% |
| YTD | +5.4% | +13.8% | -8.3% | +2.5% |
| 1Y | +19.5% | +55.8% | -36.4% | +12.5% |
| 3Y | +128.7% | +647.4% | -518.7% | +78.7% |
| 5Y | +28.8% | +519.1% | -490.4% | -1.1% |
| 10Y | +52.3% | +345.6% | -293.3% | +11.4% |
| All | +291.3% | +337.4% | -46.0% | +131.4% |
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