+28.8%
IVZ vs S
-69.2%
+97.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -8.8% | +0.8% | -6.3% |
| 7D | -6.7% | -16.7% | +10.0% | -3.3% |
| 30D | -10.9% | -17.0% | +6.1% | -7.7% |
| 3M | -14.8% | +2.0% | -16.8% | -16.0% |
| 6M | +2.4% | +35.1% | -32.7% | -5.2% |
| YTD | +5.4% | +42.8% | -37.4% | -4.3% |
| 1Y | +19.6% | +27.7% | -8.2% | +10.5% |
| 3Y | +122.4% | +33.0% | +89.5% | +97.7% |
| 5Y | +28.8% | -68.0% | +96.7% | +30.8% |
| All | +28.8% | -69.2% | +97.9% | +30.8% |
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 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