+152.5%
IVZ vs MDY
+56.8%
+95.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +7.6% | +2.3% | +5.3% | +4.2% |
| 30D | +4.3% | +2.0% | +2.3% | +1.9% |
| 3M | -9.3% | -5.6% | -3.7% | -1.1% |
| 6M | +5.2% | +1.3% | +4.0% | +4.0% |
| YTD | +13.4% | +12.3% | +1.1% | -2.7% |
| 1Y | +25.4% | +15.8% | +9.6% | +3.1% |
| 3Y | +152.5% | +56.5% | +96.0% | +37.3% |
| All | +152.5% | +56.8% | +95.7% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling