+50.5%
IVZ vs MKC
+25.4%
+25.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.8% | +7.1% |
| 7D | +4.1% | -1.9% | +6.0% | +4.8% |
| 30D | -2.0% | +8.0% | -10.0% | -5.0% |
| 3M | -7.8% | -8.6% | +0.8% | -5.3% |
| 6M | +6.3% | +1.1% | +5.3% | +4.4% |
| YTD | +12.6% | -27.7% | +40.2% | +24.8% |
| 1Y | +27.6% | -23.7% | +51.4% | +38.0% |
| 3Y | +154.0% | -19.4% | +173.4% | +161.6% |
| 5Y | +37.3% | -33.3% | +70.6% | +50.1% |
| 10Y | +50.5% | +24.0% | +26.6% | +37.3% |
| All | +50.5% | +25.4% | +25.2% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling