+146.7%
IVZ vs INDA
+17.0%
+129.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +5.1% | +3.1% | +2.1% | +2.5% |
| 30D | -1.6% | +9.1% | -10.7% | -8.6% |
| 3M | -9.1% | +3.2% | -12.3% | -11.5% |
| 6M | +1.8% | +8.5% | -6.7% | -4.8% |
| YTD | +10.8% | -4.6% | +15.5% | +15.2% |
| 1Y | +19.1% | -5.5% | +24.6% | +24.8% |
| All | +146.7% | +17.0% | +129.6% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling