+23.6%
IVZ vs MNDY
-55.2%
+78.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.1% |
| 7D | -2.8% | -19.8% | +17.0% | +0.3% |
| 30D | -2.2% | -8.4% | +6.2% | -1.3% |
| 3M | -8.1% | -11.2% | +3.1% | -7.4% |
| 6M | +3.8% | +0.9% | +2.8% | +1.5% |
| YTD | +11.5% | -47.4% | +58.8% | +19.3% |
| 1Y | +23.7% | -53.0% | +76.7% | +34.7% |
| 3Y | +145.8% | -44.6% | +190.4% | +152.8% |
| 5Y | +36.1% | -78.7% | +114.8% | +33.9% |
| All | +23.6% | -55.2% | +78.7% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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