+37.0%
IVZ vs WPM
+210.4%
-173.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +7.6% | -3.6% | +11.2% | +8.6% |
| 30D | +4.3% | +1.4% | +2.9% | +3.7% |
| 3M | -9.3% | -0.2% | -9.2% | -10.0% |
| 6M | +5.2% | -7.3% | +12.6% | +5.7% |
| YTD | +13.4% | +12.3% | +1.1% | +7.3% |
| 1Y | +25.4% | +24.9% | +0.5% | +15.3% |
| 3Y | +152.5% | +210.4% | -57.9% | +71.4% |
| All | +37.0% | +210.4% | -173.4% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling