+30.7%
IVZ vs MKC
-18.2%
+48.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.3% | +4.8% |
| 7D | +2.6% | +9.6% | -6.9% | +3.8% |
| 30D | -3.5% | +12.0% | -15.5% | -2.0% |
| 3M | -7.4% | -2.0% | -5.4% | -7.7% |
| 6M | +14.7% | +7.2% | +7.5% | +16.6% |
| YTD | +14.6% | -23.7% | +38.4% | +13.5% |
| 1Y | +30.7% | -18.3% | +49.0% | +29.4% |
| All | +30.7% | -18.2% | +48.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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