+44.6%
IVZ vs USFR
+28.5%
+16.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | -2.2% | +0.4% | -2.6% | -2.8% |
| 3M | -8.4% | +1.1% | -9.5% | -9.9% |
| 6M | +6.2% | +2.1% | +4.1% | +2.7% |
| YTD | +12.4% | +3.4% | +8.9% | +6.2% |
| 1Y | +26.0% | +4.1% | +21.9% | +17.8% |
| 3Y | +147.9% | +14.4% | +133.5% | +100.0% |
| 5Y | +38.8% | +21.4% | +17.4% | +1.3% |
| 10Y | +44.6% | +28.5% | +16.0% | +1.7% |
| All | +44.6% | +28.5% | +16.0% | +1.7% |
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