+39.6%
IVZ vs MNDY
-51.7%
+91.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.1% | +5.9% | -1.0% |
| 7D | +1.1% | -13.3% | +14.4% | +3.2% |
| 30D | +3.1% | -10.2% | +13.2% | +4.4% |
| 3M | +18.2% | -0.1% | +18.3% | +17.2% |
| 6M | +38.6% | +6.3% | +32.3% | +34.8% |
| YTD | +25.9% | -43.3% | +69.2% | +34.3% |
| 1Y | +51.7% | -56.1% | +107.8% | +67.6% |
| 3Y | +138.7% | -51.1% | +189.8% | +151.2% |
| 5Y | +62.8% | -78.5% | +141.3% | +59.4% |
| All | +39.6% | -51.7% | +91.3% | +46.1% |
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