+493.3%
IVZ vs MKTX
+1,446.2%
-953.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +4.0% | +1.1% | +2.9% | +3.6% |
| 3M | +18.2% | +36.1% | -17.9% | +3.7% |
| 6M | +32.8% | -12.9% | +45.7% | +36.5% |
| YTD | +28.7% | -8.5% | +37.3% | +29.6% |
| 1Y | +55.4% | -7.5% | +62.9% | +54.9% |
| 3Y | +135.2% | -28.3% | +163.5% | +145.7% |
| 5Y | +64.2% | -63.3% | +127.5% | +115.4% |
| 10Y | +64.6% | +4.5% | +60.1% | +29.3% |
| All | +493.3% | +1,446.2% | -953.0% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling