+1,104.4%
IVZ vs IFF
+286.2%
+818.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +0.6% | -1.8% | +2.5% | +1.8% |
| 30D | +4.0% | -2.0% | +6.0% | +5.0% |
| 3M | +18.2% | +18.5% | -0.4% | +4.8% |
| 6M | +32.8% | +11.7% | +21.1% | +20.0% |
| YTD | +28.7% | +29.6% | -0.8% | +5.0% |
| 1Y | +55.4% | +35.0% | +20.4% | +22.5% |
| 3Y | +135.2% | +32.3% | +102.9% | +81.6% |
| 5Y | +64.2% | -34.6% | +98.7% | +91.8% |
| 10Y | +64.6% | -20.6% | +85.2% | +60.7% |
| All | +1,104.4% | +286.2% | +818.2% | +332.2% |
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