+0.5%
IVZ vs MKC
+0.4%
0.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | -0.2% |
| 7D | -2.4% | +2.3% | -4.8% | -2.2% |
| 30D | -11.2% | +8.1% | -19.3% | -10.4% |
| 3M | -14.0% | -6.4% | -7.5% | -14.6% |
| 6M | +0.5% | +1.8% | -1.3% | +3.6% |
| All | +0.5% | +0.4% | 0.0% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling