+137.4%
IVZ vs NYT
+55.6%
+81.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | +1.2% | -1.6% | +2.8% | +1.6% |
| 30D | +1.8% | +2.8% | -1.0% | +0.9% |
| 3M | +15.7% | -9.2% | +25.0% | +18.2% |
| 6M | +36.3% | -17.1% | +53.4% | +43.2% |
| YTD | +24.9% | -3.2% | +28.2% | +23.7% |
| 1Y | +48.9% | +15.7% | +33.2% | +37.4% |
| All | +137.4% | +55.6% | +81.9% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling