+65.1%
IVZ vs M
+27.3%
+37.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.3% |
| 7D | +0.6% | +4.7% | -4.1% | -0.7% |
| 30D | +4.0% | -9.6% | +13.6% | +7.1% |
| 3M | +18.2% | +0.9% | +17.3% | +17.4% |
| 6M | +32.8% | +22.3% | +10.6% | +24.1% |
| YTD | +28.7% | +6.5% | +22.2% | +24.8% |
| 1Y | +55.4% | +38.8% | +16.6% | +38.6% |
| 3Y | +135.2% | +115.9% | +19.3% | +71.8% |
| All | +65.1% | +27.3% | +37.8% | +38.7% |
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 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