+140.3%
IVZ vs USFR
+14.1%
+126.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | +4.0% | +0.3% | +3.7% | +3.7% |
| 3M | +18.2% | +1.0% | +17.2% | +16.8% |
| 6M | +32.8% | +1.9% | +30.9% | +28.1% |
| YTD | +28.7% | +2.6% | +26.1% | +21.6% |
| 1Y | +55.4% | +4.0% | +51.4% | +40.1% |
| All | +140.3% | +14.1% | +126.2% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling