+50.5%
IVZ vs INDA
+104.1%
-53.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.7% | +5.8% |
| 7D | +4.1% | +6.1% | -2.0% | -1.2% |
| 30D | -2.0% | +11.7% | -13.7% | -11.3% |
| 3M | -7.8% | +2.1% | -9.9% | -9.6% |
| 6M | +6.3% | +3.2% | +3.2% | +3.3% |
| YTD | +12.6% | -4.9% | +17.4% | +17.6% |
| 1Y | +27.6% | -4.4% | +32.0% | +32.7% |
| 3Y | +154.0% | +17.6% | +136.4% | +117.6% |
| 5Y | +37.3% | +9.9% | +27.4% | +26.4% |
| 10Y | +50.5% | +102.7% | -52.1% | -13.1% |
| All | +50.5% | +104.1% | -53.5% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling