+38.2%
IVZ vs WY
+3.3%
+35.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | +0.1% |
| 7D | +5.1% | -5.4% | +10.5% | +9.1% |
| 30D | -1.6% | +7.9% | -9.4% | -7.2% |
| 3M | -9.1% | -16.6% | +7.5% | +1.7% |
| 6M | +1.8% | -11.2% | +13.0% | +7.6% |
| YTD | +10.8% | -11.3% | +22.2% | +16.2% |
| 1Y | +19.1% | -5.5% | +24.7% | +18.9% |
| 3Y | +144.4% | -25.4% | +169.8% | +184.9% |
| 5Y | +33.6% | -32.4% | +65.9% | +67.6% |
| All | +38.2% | +3.3% | +35.0% | +23.7% |
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