+42.4%
IVZ vs WU
-37.2%
+79.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.9% |
| 7D | -2.8% | +2.1% | -4.9% | -4.4% |
| 30D | -2.2% | +10.1% | -12.3% | -8.0% |
| 3M | -8.1% | -1.1% | -6.9% | -8.6% |
| 6M | +3.8% | -19.8% | +23.6% | +13.7% |
| YTD | +11.5% | -20.8% | +32.2% | +21.8% |
| 1Y | +23.7% | -15.1% | +38.8% | +28.7% |
| 3Y | +145.8% | -23.2% | +169.0% | +162.3% |
| 5Y | +36.1% | -42.6% | +78.7% | +72.9% |
| 10Y | +42.4% | -38.9% | +81.3% | +76.2% |
| All | +42.4% | -37.2% | +79.6% | +76.2% |
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