+42.4%
IVZ vs MKTX
+14.5%
+27.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -2.8% | +0.3% | -3.0% | -2.8% |
| 30D | -2.2% | +0.9% | -3.1% | -2.4% |
| 3M | -8.1% | +2.7% | -10.8% | -8.7% |
| 6M | +3.8% | +15.6% | -11.8% | -0.8% |
| YTD | +11.5% | -7.0% | +18.5% | +12.1% |
| 1Y | +23.7% | -1.2% | +24.9% | +22.4% |
| 3Y | +145.8% | -22.2% | +168.0% | +150.6% |
| 5Y | +36.1% | -53.7% | +89.9% | +56.1% |
| 10Y | +42.4% | +13.0% | +29.4% | +16.7% |
| All | +42.4% | +14.5% | +27.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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