+55.4%
IVZ vs MTB
+23.4%
+32.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +0.6% | +1.7% | -1.1% | -0.6% |
| 30D | +4.0% | -4.2% | +8.2% | +7.2% |
| 3M | +18.2% | +8.9% | +9.3% | +10.8% |
| 6M | +32.8% | +10.9% | +22.0% | +22.3% |
| YTD | +28.7% | +21.5% | +7.3% | +11.0% |
| 1Y | +55.4% | +21.9% | +33.5% | +29.7% |
| All | +55.4% | +23.4% | +32.0% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling