+886.2%
IVZ vs MDY
+2,237.7%
-1,351.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.9% |
| 7D | -2.4% | -1.7% | -0.8% | 0.0% |
| 30D | -11.2% | -0.9% | -10.3% | -9.8% |
| 3M | -14.0% | -5.7% | -8.2% | -6.6% |
| 6M | +0.5% | -2.9% | +3.4% | +5.1% |
| YTD | +5.4% | +9.8% | -4.4% | -6.0% |
| 1Y | +19.5% | +13.5% | +6.0% | +2.0% |
| 3Y | +128.7% | +51.9% | +76.8% | +35.3% |
| 5Y | +28.8% | +32.0% | -3.3% | -5.8% |
| 10Y | +52.3% | +176.5% | -124.2% | -55.1% |
| All | +886.2% | +2,237.7% | -1,351.5% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling