+1,104.4%
IVZ vs MTB
+2,679.6%
-1,575.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +0.6% | +1.7% | -1.1% | -0.7% |
| 30D | +4.0% | -4.2% | +8.2% | +7.4% |
| 3M | +18.2% | +8.9% | +9.3% | +10.6% |
| 6M | +32.8% | +10.9% | +22.0% | +22.5% |
| YTD | +28.7% | +21.5% | +7.3% | +10.7% |
| 1Y | +55.4% | +21.9% | +33.5% | +32.9% |
| 3Y | +135.2% | +109.2% | +26.0% | +32.1% |
| 5Y | +64.2% | +102.0% | -37.8% | -10.0% |
| 10Y | +64.6% | +171.9% | -107.3% | -30.5% |
| All | +1,104.4% | +2,679.6% | -1,575.2% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling