+886.2%
IVZ vs MTB
+2,423.6%
-1,537.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.7% |
| 7D | -2.4% | -1.3% | -1.1% | -1.3% |
| 30D | -11.2% | +0.5% | -11.7% | -11.5% |
| 3M | -14.0% | -12.4% | -1.6% | -4.9% |
| 6M | +0.5% | +1.5% | -1.0% | -0.9% |
| YTD | +5.4% | +10.3% | -4.9% | -2.4% |
| 1Y | +19.5% | +22.2% | -2.7% | +2.2% |
| 3Y | +128.7% | +96.9% | +31.8% | +35.2% |
| 5Y | +28.8% | +64.3% | -35.5% | -16.9% |
| 10Y | +52.3% | +137.8% | -85.5% | -28.7% |
| All | +886.2% | +2,423.6% | -1,537.4% | +62.8% |
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