+65.1%
IVZ vs S
-71.4%
+136.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +0.6% | -7.7% | +8.3% | +2.2% |
| 30D | +4.0% | -5.3% | +9.3% | +4.8% |
| 3M | +18.2% | +20.3% | -2.1% | +13.3% |
| 6M | +32.8% | +47.4% | -14.5% | +21.1% |
| YTD | +28.7% | +32.5% | -3.8% | +19.6% |
| 1Y | +55.4% | +9.5% | +45.8% | +49.1% |
| 3Y | +135.2% | +15.5% | +119.7% | +116.6% |
| All | +65.1% | -71.4% | +136.5% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling