+64.7%
IVZ vs WU
-40.5%
+105.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.7% |
| 7D | +0.6% | -0.8% | +1.5% | +1.0% |
| 30D | +4.0% | -1.1% | +5.1% | +4.4% |
| 3M | +18.2% | -3.9% | +22.0% | +17.3% |
| 6M | +32.8% | -20.7% | +53.5% | +47.1% |
| YTD | +28.7% | -18.4% | +47.1% | +39.6% |
| 1Y | +55.4% | -8.1% | +63.4% | +53.8% |
| 3Y | +135.2% | -24.2% | +159.4% | +154.1% |
| 5Y | +64.2% | -50.4% | +114.6% | +135.1% |
| All | +64.7% | -40.5% | +105.1% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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