+65.3%
IVZ vs REPL
+36.1%
+29.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -0.5% |
| 7D | -2.8% | +5.3% | -8.0% | -3.0% |
| 30D | -2.2% | +66.6% | -68.8% | -4.9% |
| 3M | -8.1% | +59.6% | -67.7% | -10.6% |
| 6M | +3.8% | +482.4% | -478.6% | -9.9% |
| YTD | +11.5% | +124.1% | -112.6% | -1.5% |
| 1Y | +23.7% | +138.6% | -114.9% | +8.7% |
| 3Y | +145.8% | +96.0% | +49.8% | +74.5% |
| 5Y | +36.1% | -35.4% | +71.5% | +9.7% |
| All | +65.3% | +36.1% | +29.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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