+65.1%
IVZ vs MDY
+46.2%
+18.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.2% |
| 6M | +32.8% | +7.4% | +25.4% | +20.6% |
| YTD | +28.7% | +15.2% | +13.6% | +6.5% |
| 1Y | +55.4% | +16.5% | +38.8% | +26.6% |
| 3Y | +135.2% | +46.8% | +88.4% | +42.1% |
| All | +65.1% | +46.2% | +18.9% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling