+42.7%
IVZ vs MNDY
-47.4%
+90.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +2.1% |
| 7D | +0.6% | -9.6% | +10.2% | +2.1% |
| 30D | +4.0% | -0.4% | +4.4% | +3.7% |
| 3M | +18.2% | +4.3% | +13.9% | +16.5% |
| 6M | +32.8% | +19.8% | +13.0% | +26.9% |
| YTD | +28.7% | -38.3% | +67.0% | +35.7% |
| 1Y | +55.4% | -50.1% | +105.5% | +68.3% |
| 3Y | +135.2% | -48.4% | +183.6% | +145.6% |
| 5Y | +64.2% | -76.0% | +140.2% | +59.0% |
| All | +42.7% | -47.4% | +90.1% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling