+144.0%
IVZ vs MKTX
-24.8%
+168.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | +4.0% | +1.1% | +2.9% | +3.9% |
| 3M | +18.2% | +36.1% | -17.9% | +15.1% |
| 6M | +32.8% | -12.9% | +45.7% | +33.7% |
| YTD | +28.7% | -8.5% | +37.3% | +28.9% |
| 1Y | +55.4% | -7.5% | +62.9% | +55.2% |
| All | +144.0% | -24.8% | +168.9% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling