+972.2%
IVZ vs M
+267.2%
+705.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.6% | -3.4% | +1.1% |
| 7D | +2.6% | +8.3% | -5.6% | -0.7% |
| 30D | -3.5% | +14.2% | -17.6% | -8.7% |
| 3M | -7.4% | -1.1% | -6.3% | -7.6% |
| 6M | +14.7% | +36.6% | -21.9% | -0.6% |
| YTD | +14.6% | +19.8% | -5.2% | +3.8% |
| 1Y | +30.7% | +37.2% | -6.5% | +11.5% |
| 3Y | +141.8% | +124.5% | +17.3% | +53.4% |
| 5Y | +40.2% | +1.5% | +38.8% | +12.1% |
| 10Y | +65.6% | +7.8% | +57.8% | -5.6% |
| All | +972.2% | +267.2% | +705.0% | +185.1% |
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