+30.7%
IVZ vs WPM
+38.8%
-8.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.0% | -7.8% | +1.1% |
| 7D | +2.6% | +3.9% | -1.2% | +1.5% |
| 30D | -3.5% | -3.5% | 0.0% | -2.9% |
| 3M | -7.4% | +14.1% | -21.5% | -11.8% |
| 6M | +14.7% | +6.2% | +8.5% | +11.1% |
| YTD | +14.6% | +12.4% | +2.2% | +5.6% |
| 1Y | +30.7% | +40.0% | -9.3% | +7.6% |
| All | +30.7% | +38.8% | -8.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling