+37.3%
IVZ vs IFF
-34.0%
+71.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.8% |
| 7D | +4.1% | -10.8% | +14.9% | +9.3% |
| 30D | -2.0% | -0.1% | -1.9% | -2.5% |
| 3M | -7.8% | -1.2% | -6.6% | -8.0% |
| 6M | +6.3% | +5.2% | +1.1% | +2.2% |
| YTD | +12.6% | +27.3% | -14.7% | -3.1% |
| 1Y | +27.6% | +39.2% | -11.6% | +4.7% |
| 3Y | +154.0% | +26.1% | +127.9% | +111.8% |
| 5Y | +37.3% | -37.0% | +74.3% | +74.5% |
| All | +37.3% | -34.0% | +71.3% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling