+1,104.4%
IVZ vs NYT
+681.8%
+422.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.6% | -1.3% | +1.9% | +1.2% |
| 30D | +4.0% | +2.7% | +1.3% | +2.7% |
| 3M | +18.2% | -10.3% | +28.5% | +22.6% |
| 6M | +32.8% | -16.6% | +49.4% | +41.8% |
| YTD | +28.7% | -2.3% | +31.0% | +27.5% |
| 1Y | +55.4% | +15.0% | +40.4% | +42.6% |
| 3Y | +135.2% | +57.1% | +78.1% | +83.7% |
| 5Y | +64.2% | +37.2% | +27.0% | +32.3% |
| 10Y | +64.6% | +464.3% | -399.7% | -36.2% |
| All | +1,104.4% | +681.8% | +422.6% | +306.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling