+65.1%
IVZ vs MKC
-33.7%
+98.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.6% | -5.9% | +6.5% | +2.0% |
| 30D | +4.0% | -0.9% | +4.9% | +4.1% |
| 3M | +18.2% | +12.7% | +5.5% | +14.3% |
| 6M | +32.8% | -19.3% | +52.1% | +40.5% |
| YTD | +28.7% | -22.2% | +50.9% | +37.1% |
| 1Y | +55.4% | -23.3% | +78.7% | +65.8% |
| 3Y | +135.2% | -30.0% | +165.2% | +157.5% |
| All | +65.1% | -33.7% | +98.8% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling