+1,104.4%
IVZ vs M
+226.5%
+877.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | 0.0% |
| 7D | +0.6% | +4.7% | -4.1% | -1.3% |
| 30D | +4.0% | -9.6% | +13.6% | +8.3% |
| 3M | +18.2% | +0.9% | +17.3% | +16.9% |
| 6M | +32.8% | +22.3% | +10.6% | +20.7% |
| YTD | +28.7% | +6.5% | +22.2% | +22.9% |
| 1Y | +55.4% | +38.8% | +16.6% | +32.2% |
| 3Y | +135.2% | +115.9% | +19.3% | +52.0% |
| 5Y | +64.2% | +28.6% | +35.6% | +16.3% |
| 10Y | +64.6% | -2.5% | +67.1% | -2.0% |
| All | +1,104.4% | +226.5% | +877.8% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling