+33.2%
IVZ vs S
-48.3%
+81.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | -2.8% | +1.2% | -4.0% | -2.9% |
| 30D | -2.2% | -7.3% | +5.2% | -1.0% |
| 3M | -8.1% | +5.9% | -14.0% | -9.8% |
| 6M | +3.8% | +45.6% | -41.8% | -4.6% |
| YTD | +11.5% | +58.5% | -47.1% | +0.1% |
| 1Y | +23.7% | +37.6% | -13.9% | +13.6% |
| 3Y | +145.8% | +51.7% | +94.1% | +116.3% |
| 5Y | +36.1% | -67.5% | +103.6% | +30.2% |
| All | +33.2% | -48.3% | +81.5% | +28.8% |
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