+60.9%
IVZ vs WY
+5.5%
+55.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.2% |
| 7D | +1.1% | -2.1% | +3.2% | +2.6% |
| 30D | +3.1% | -10.5% | +13.6% | +11.0% |
| 3M | +18.2% | -4.9% | +23.0% | +20.7% |
| 6M | +38.6% | -4.9% | +43.5% | +41.1% |
| YTD | +25.9% | -1.7% | +27.6% | +24.2% |
| 1Y | +51.7% | -9.4% | +61.0% | +57.6% |
| 3Y | +138.7% | -22.3% | +161.0% | +174.2% |
| 5Y | +62.8% | -20.5% | +83.3% | +83.9% |
| 10Y | +60.9% | +4.9% | +56.0% | +37.3% |
| All | +60.9% | +5.5% | +55.5% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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