+26.0%
IVZ vs S
-52.7%
+78.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -2.4% | -13.4% | +11.0% | +0.1% |
| 30D | -11.2% | -14.0% | +2.8% | -8.9% |
| 3M | -14.0% | +4.9% | -18.8% | -15.5% |
| 6M | +0.5% | +42.0% | -41.6% | -7.3% |
| YTD | +5.4% | +45.1% | -39.7% | -3.8% |
| 1Y | +19.5% | +33.1% | -13.6% | +10.3% |
| 3Y | +128.7% | +40.6% | +88.1% | +104.0% |
| 5Y | +28.8% | -67.5% | +96.2% | +25.1% |
| All | +26.0% | -52.7% | +78.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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