+936.8%
IVZ vs IFF
+261.2%
+675.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | +1.2% |
| 7D | +5.1% | -6.9% | +12.1% | +9.9% |
| 30D | -1.6% | -8.9% | +7.3% | +3.7% |
| 3M | -9.1% | -3.7% | -5.4% | -7.9% |
| 6M | +1.8% | +3.5% | -1.7% | -2.6% |
| YTD | +10.8% | +21.2% | -10.3% | -6.6% |
| 1Y | +19.1% | +25.6% | -6.5% | -2.2% |
| 3Y | +144.4% | +19.7% | +124.7% | +100.0% |
| 5Y | +33.6% | -39.8% | +73.4% | +64.6% |
| 10Y | +41.7% | -13.2% | +54.9% | +29.3% |
| All | +936.8% | +261.2% | +675.7% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling