+65.1%
IVZ vs WPM
+254.8%
-189.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | +0.6% | +1.1% | -0.4% | +0.3% |
| 30D | +4.0% | +26.4% | -22.3% | -2.2% |
| 3M | +18.2% | +20.8% | -2.7% | +12.0% |
| 6M | +32.8% | +1.1% | +31.7% | +30.6% |
| YTD | +28.7% | +32.5% | -3.7% | +17.7% |
| 1Y | +55.4% | +51.5% | +3.9% | +36.6% |
| 3Y | +135.2% | +267.0% | -131.8% | +56.1% |
| All | +65.1% | +254.8% | -189.7% | +4.7% |
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