+23.7%
IVZ vs MDY
+15.7%
+8.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -2.1% |
| 7D | -2.8% | +0.2% | -2.9% | -2.8% |
| 30D | -2.2% | +2.1% | -4.3% | -4.9% |
| 3M | -8.1% | -3.6% | -4.5% | -2.5% |
| 6M | +3.8% | +1.7% | +2.1% | +1.6% |
| YTD | +11.5% | +13.8% | -2.4% | -6.5% |
| 1Y | +23.7% | +15.5% | +8.2% | +2.1% |
| All | +23.7% | +15.7% | +8.0% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling