+60.9%
IVZ vs MKC
+26.1%
+34.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +1.1% | -4.3% | +5.4% | +2.7% |
| 30D | +3.1% | -2.0% | +5.1% | +3.7% |
| 3M | +18.2% | +10.0% | +8.2% | +13.1% |
| 6M | +38.6% | -18.5% | +57.1% | +48.6% |
| YTD | +25.9% | -22.4% | +48.3% | +36.6% |
| 1Y | +51.7% | -23.6% | +75.3% | +64.9% |
| 3Y | +138.7% | -30.4% | +169.1% | +166.6% |
| 5Y | +62.8% | -34.2% | +97.0% | +82.0% |
| 10Y | +60.9% | +26.8% | +34.1% | +44.6% |
| All | +60.9% | +26.1% | +34.8% | +44.6% |
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