+68.3%
IVZ vs REPL
+36.8%
+31.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +7.6% | +1.2% | +6.4% | +7.5% |
| 30D | +4.3% | +92.2% | -87.9% | +0.7% |
| 3M | -9.3% | +44.1% | -53.5% | -11.3% |
| 6M | +5.2% | +313.0% | -307.8% | -6.4% |
| YTD | +13.4% | +125.2% | -111.8% | +0.2% |
| 1Y | +25.4% | +143.8% | -118.4% | +10.0% |
| 3Y | +152.5% | +104.2% | +48.3% | +78.2% |
| 5Y | +36.7% | -34.5% | +71.2% | +10.0% |
| All | +68.3% | +36.8% | +31.5% | +5.6% |
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