+145.8%
IVZ vs MDY
+51.5%
+94.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +4.0% | -1.5% | +5.5% | +6.2% |
| 3M | +18.2% | +0.8% | +17.4% | +17.1% |
| 6M | +32.8% | +7.4% | +25.4% | +20.3% |
| YTD | +28.7% | +15.2% | +13.6% | +6.1% |
| 1Y | +55.4% | +16.5% | +38.8% | +26.0% |
| All | +145.8% | +51.5% | +94.3% | +35.8% |
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