+37.0%
IVZ vs WY
-31.4%
+68.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.2% |
| 7D | +7.6% | -0.8% | +8.4% | +8.2% |
| 30D | +4.3% | +10.1% | -5.8% | -2.8% |
| 3M | -9.3% | -15.4% | +6.0% | +0.6% |
| 6M | +5.2% | -8.3% | +13.6% | +8.6% |
| YTD | +13.4% | -9.8% | +23.3% | +17.2% |
| 1Y | +25.4% | -3.9% | +29.3% | +22.8% |
| 3Y | +152.5% | -23.3% | +175.8% | +188.5% |
| All | +37.0% | -31.4% | +68.3% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling