+154.0%
IVZ vs IFF
+26.0%
+128.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.0% |
| 7D | +4.1% | -10.8% | +14.9% | +8.1% |
| 30D | -2.0% | -0.1% | -1.9% | -2.5% |
| 3M | -7.8% | -1.2% | -6.6% | -8.1% |
| 6M | +6.3% | +5.2% | +1.1% | +2.9% |
| YTD | +12.6% | +27.3% | -14.7% | -1.0% |
| 1Y | +27.6% | +39.2% | -11.6% | +7.2% |
| 3Y | +154.0% | +26.1% | +127.9% | +97.6% |
| All | +154.0% | +26.0% | +128.0% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling