+42.4%
IVZ vs M
-5.1%
+47.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -2.8% | -3.3% | +0.6% | -1.6% |
| 30D | -2.2% | +8.1% | -10.2% | -4.6% |
| 3M | -8.1% | +2.2% | -10.3% | -9.1% |
| 6M | +3.8% | +35.1% | -31.3% | -6.7% |
| YTD | +11.5% | +15.8% | -4.4% | +4.5% |
| 1Y | +23.7% | +25.8% | -2.1% | +12.7% |
| 3Y | +145.8% | +156.2% | -10.4% | +65.7% |
| 5Y | +36.1% | -2.4% | +38.5% | +17.4% |
| 10Y | +42.4% | -7.1% | +49.6% | -17.7% |
| All | +42.4% | -5.1% | +47.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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