+50.5%
IVZ vs MDY
+180.7%
-130.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +2.4% |
| 7D | +4.1% | +0.7% | +3.4% | +3.5% |
| 30D | -2.0% | +1.3% | -3.3% | -3.3% |
| 3M | -7.8% | -4.1% | -3.8% | -1.9% |
| 6M | +6.3% | +1.0% | +5.3% | +5.5% |
| YTD | +12.6% | +13.3% | -0.8% | -4.2% |
| 1Y | +27.6% | +15.7% | +11.9% | +5.6% |
| 3Y | +154.0% | +59.6% | +94.5% | +37.9% |
| 5Y | +37.3% | +36.3% | +1.0% | -5.2% |
| 10Y | +50.5% | +173.6% | -123.1% | -57.1% |
| All | +50.5% | +180.7% | -130.2% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling