+49.0%
IVZ vs WPM
+566.7%
-517.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.4% |
| 7D | -2.4% | +16.9% | -19.4% | -4.5% |
| 30D | -11.2% | +2.0% | -13.2% | -11.6% |
| 3M | -14.0% | +8.9% | -22.9% | -15.3% |
| 6M | +0.5% | +1.6% | -1.1% | -0.4% |
| YTD | +5.4% | +16.5% | -11.1% | +2.5% |
| 1Y | +19.5% | +42.2% | -22.7% | +13.7% |
| 3Y | +128.7% | +213.3% | -84.6% | +98.3% |
| 5Y | +28.8% | +249.9% | -221.2% | +9.6% |
| All | +49.0% | +566.7% | -517.7% | +28.2% |
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