+37.0%
IVZ vs VRSN
+34.7%
+2.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +7.6% | +1.4% | +6.2% | +7.0% |
| 30D | +4.3% | +3.9% | +0.5% | +2.8% |
| 3M | -9.3% | +9.3% | -18.7% | -12.6% |
| 6M | +5.2% | +6.7% | -1.4% | +1.6% |
| YTD | +13.4% | +30.0% | -16.6% | -1.7% |
| 1Y | +25.4% | +26.0% | -0.6% | +10.3% |
| 3Y | +152.5% | +53.1% | +99.4% | +91.2% |
| All | +37.0% | +34.7% | +2.2% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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