+128.7%
IVZ vs MKC
-18.6%
+147.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.3% |
| 7D | -2.4% | +2.3% | -4.8% | -2.7% |
| 30D | -11.2% | +8.1% | -19.3% | -11.9% |
| 3M | -14.0% | -6.4% | -7.5% | -13.4% |
| 6M | +0.5% | +1.8% | -1.3% | -0.1% |
| YTD | +5.4% | -26.9% | +32.3% | +11.6% |
| 1Y | +19.5% | -21.7% | +41.2% | +23.7% |
| 3Y | +128.7% | -18.7% | +147.4% | +131.5% |
| All | +128.7% | -18.6% | +147.3% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling