+62.8%
IVZ vs IFF
-34.7%
+97.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +3.1% | -0.3% | +3.4% | +3.1% |
| 3M | +18.2% | +18.6% | -0.4% | +8.6% |
| 6M | +38.6% | +17.4% | +21.3% | +26.5% |
| YTD | +25.9% | +28.5% | -2.6% | +9.4% |
| 1Y | +51.7% | +32.5% | +19.1% | +29.1% |
| 3Y | +138.7% | +34.1% | +104.6% | +96.1% |
| 5Y | +62.8% | -35.2% | +97.9% | +82.1% |
| All | +62.8% | -34.7% | +97.4% | +82.1% |
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 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