+300.8%
IVZ vs WPM
+5,060.0%
-4,759.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | 0.0% |
| 7D | +5.1% | -0.5% | +5.6% | +5.2% |
| 30D | -1.6% | -3.1% | +1.6% | -1.1% |
| 3M | -9.1% | -2.2% | -7.0% | -9.3% |
| 6M | +1.8% | -7.4% | +9.2% | +2.5% |
| YTD | +10.8% | +12.6% | -1.8% | +6.3% |
| 1Y | +19.1% | +22.8% | -3.7% | +12.2% |
| 3Y | +144.4% | +213.6% | -69.2% | +87.5% |
| 5Y | +33.6% | +211.2% | -177.6% | +1.1% |
| 10Y | +41.7% | +733.9% | -692.2% | -19.0% |
| All | +300.8% | +5,060.0% | -4,759.2% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling