+41.5%
IVZ vs NYT
+540.3%
-498.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.6% |
| 7D | +7.6% | +6.5% | +1.1% | +5.1% |
| 30D | +4.3% | +8.4% | -4.1% | +1.2% |
| 3M | -9.3% | +13.9% | -23.3% | -14.2% |
| 6M | +5.2% | -4.8% | +10.1% | +5.7% |
| YTD | +13.4% | +6.2% | +7.3% | +8.4% |
| 1Y | +25.4% | +14.3% | +11.1% | +16.3% |
| 3Y | +152.5% | +73.6% | +78.9% | +93.9% |
| 5Y | +36.7% | +60.6% | -23.9% | +4.8% |
| All | +41.5% | +540.3% | -498.8% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling