+64.7%
IVZ vs WPM
+509.3%
-444.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +0.6% | +1.1% | -0.4% | +0.5% |
| 30D | +4.0% | +26.4% | -22.3% | +0.7% |
| 3M | +18.2% | +20.8% | -2.7% | +14.9% |
| 6M | +32.8% | +1.1% | +31.7% | +31.5% |
| YTD | +28.7% | +32.5% | -3.7% | +23.4% |
| 1Y | +55.4% | +51.5% | +3.9% | +46.4% |
| 3Y | +135.2% | +267.0% | -131.8% | +100.2% |
| 5Y | +64.2% | +250.1% | -185.9% | +37.9% |
| All | +64.7% | +509.3% | -444.6% | +43.0% |
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