+55.4%
IVZ vs NYT
+15.2%
+40.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +0.6% | -1.3% | +1.9% | +0.8% |
| 30D | +4.0% | +2.7% | +1.3% | +3.6% |
| 3M | +18.2% | -10.3% | +28.5% | +19.3% |
| 6M | +32.8% | -16.6% | +49.4% | +36.1% |
| YTD | +28.7% | -2.3% | +31.0% | +29.6% |
| 1Y | +55.4% | +15.0% | +40.4% | +55.0% |
| All | +55.4% | +15.2% | +40.2% | +55.0% |
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