+60.9%
IVZ vs INDA
+80.4%
-19.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -0.7% |
| 7D | +1.1% | -1.0% | +2.1% | +2.0% |
| 30D | +3.1% | -2.5% | +5.6% | +5.5% |
| 3M | +18.2% | +4.0% | +14.2% | +14.1% |
| 6M | +38.6% | -1.8% | +40.4% | +40.8% |
| YTD | +25.9% | -9.2% | +35.1% | +37.2% |
| 1Y | +51.7% | -7.2% | +58.9% | +61.8% |
| 3Y | +138.7% | +9.8% | +128.8% | +117.6% |
| 5Y | +62.8% | +7.5% | +55.3% | +53.3% |
| 10Y | +60.9% | +80.8% | -19.8% | -0.7% |
| All | +60.9% | +80.4% | -19.5% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded INDA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling