+60.9%
IVZ vs WSM
+1,015.9%
-955.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +1.1% | +2.6% | -1.5% | +0.2% |
| 30D | +3.1% | -9.5% | +12.6% | +6.8% |
| 3M | +18.2% | +12.9% | +5.3% | +12.7% |
| 6M | +38.6% | +23.0% | +15.6% | +27.8% |
| YTD | +25.9% | +28.9% | -3.0% | +14.2% |
| 1Y | +51.7% | +13.7% | +38.0% | +43.4% |
| 3Y | +138.7% | +232.6% | -94.0% | +45.3% |
| 5Y | +62.8% | +185.9% | -123.1% | 0.0% |
| 10Y | +60.9% | +998.6% | -937.7% | -44.9% |
| All | +60.9% | +1,015.9% | -955.0% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WSM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling