+50.5%
IVZ vs WY
+6.7%
+43.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.0% | +6.3% |
| 7D | +4.1% | -0.8% | +4.9% | +4.5% |
| 30D | -2.0% | +10.6% | -12.7% | -9.2% |
| 3M | -7.8% | -16.6% | +8.8% | +3.2% |
| 6M | +6.3% | -8.6% | +14.9% | +10.2% |
| YTD | +12.6% | -8.4% | +21.0% | +15.4% |
| 1Y | +27.6% | -5.1% | +32.7% | +27.2% |
| 3Y | +154.0% | -21.9% | +176.0% | +186.9% |
| 5Y | +37.3% | -31.3% | +68.6% | +70.6% |
| 10Y | +50.5% | +3.6% | +47.0% | +34.4% |
| All | +50.5% | +6.7% | +43.8% | +34.4% |
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