+128.7%
IVZ vs M
+100.8%
+27.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.3% |
| 7D | -2.4% | -4.3% | +1.8% | -1.2% |
| 30D | -11.2% | +1.3% | -12.5% | -11.5% |
| 3M | -14.0% | -7.4% | -6.6% | -12.3% |
| 6M | +0.5% | +18.3% | -17.9% | -4.8% |
| YTD | +5.4% | +7.6% | -2.1% | +2.0% |
| 1Y | +19.5% | +17.4% | +2.1% | +12.6% |
| 3Y | +128.7% | +108.4% | +20.3% | +71.4% |
| All | +128.7% | +100.8% | +27.9% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling