+30.7%
IVZ vs NYT
+16.5%
+14.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.3% |
| 7D | +2.6% | -3.9% | +6.5% | +3.1% |
| 30D | -3.5% | +4.3% | -7.8% | -4.0% |
| 3M | -7.4% | -11.7% | +4.3% | -6.1% |
| 6M | +14.7% | -14.4% | +29.1% | +16.8% |
| YTD | +14.6% | -3.0% | +17.7% | +15.1% |
| 1Y | +30.7% | +16.5% | +14.2% | +23.9% |
| All | +30.7% | +16.5% | +14.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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