+63.4%
IVZ vs IFF
-21.7%
+85.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | +0.1% |
| 7D | +1.2% | -3.0% | +4.2% | +2.9% |
| 30D | +1.8% | -0.9% | +2.7% | +2.2% |
| 3M | +15.7% | +11.8% | +3.9% | +7.7% |
| 6M | +36.3% | +16.5% | +19.8% | +21.9% |
| YTD | +24.9% | +26.5% | -1.6% | +5.8% |
| 1Y | +48.9% | +32.7% | +16.2% | +21.8% |
| 3Y | +136.8% | +32.0% | +104.8% | +87.7% |
| 5Y | +60.0% | -36.1% | +96.0% | +92.0% |
| 10Y | +63.4% | -20.1% | +83.4% | +65.1% |
| All | +63.4% | -21.7% | +85.1% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling