+50.5%
IVZ vs WPM
+553.6%
-503.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.6% | +1.2% | +6.0% |
| 7D | +4.1% | +20.8% | -16.7% | +1.5% |
| 30D | -2.0% | +3.8% | -5.8% | -2.6% |
| 3M | -7.8% | +7.4% | -15.2% | -9.0% |
| 6M | +6.3% | +4.0% | +2.4% | +5.0% |
| YTD | +12.6% | +23.0% | -10.5% | +8.7% |
| 1Y | +27.6% | +45.9% | -18.3% | +21.0% |
| 3Y | +154.0% | +242.9% | -88.9% | +118.4% |
| 5Y | +37.3% | +259.5% | -222.2% | +16.2% |
| 10Y | +50.5% | +577.7% | -527.2% | +28.5% |
| All | +50.5% | +553.6% | -503.0% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling