+37.3%
IVZ vs M
-2.8%
+40.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.1% | -1.3% | +4.2% |
| 7D | +4.1% | +2.5% | +1.6% | +3.3% |
| 30D | -2.0% | +10.1% | -12.1% | -4.9% |
| 3M | -7.8% | -0.9% | -6.9% | -7.9% |
| 6M | +6.3% | +30.2% | -23.9% | -2.9% |
| YTD | +12.6% | +16.3% | -3.7% | +5.8% |
| 1Y | +27.6% | +27.0% | +0.7% | +16.5% |
| 3Y | +154.0% | +154.5% | -0.5% | +72.4% |
| 5Y | +37.3% | -1.1% | +38.4% | +15.2% |
| All | +37.3% | -2.8% | +40.1% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling