+62.8%
IVZ vs MKTX
-61.3%
+124.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +3.1% | +1.0% | +2.1% | +2.9% |
| 3M | +18.2% | +41.3% | -23.1% | +8.6% |
| 6M | +38.6% | -11.3% | +50.0% | +41.9% |
| YTD | +25.9% | -8.6% | +34.5% | +27.6% |
| 1Y | +51.7% | -11.1% | +62.7% | +54.5% |
| 3Y | +138.7% | -24.5% | +163.2% | +143.5% |
| 5Y | +62.8% | -61.4% | +124.2% | +90.6% |
| All | +62.8% | -61.3% | +124.1% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling