+64.7%
IVZ vs USFR
+28.0%
+36.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +0.1% | +0.6% | +0.5% |
| 30D | +4.0% | +0.3% | +3.7% | +3.5% |
| 3M | +18.2% | +1.0% | +17.2% | +16.3% |
| 6M | +32.8% | +1.9% | +30.9% | +28.7% |
| YTD | +28.7% | +2.6% | +26.1% | +23.3% |
| 1Y | +55.4% | +4.0% | +51.4% | +45.4% |
| 3Y | +135.2% | +14.1% | +121.1% | +91.0% |
| 5Y | +64.2% | +20.4% | +43.8% | +21.7% |
| All | +64.7% | +28.0% | +36.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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