+886.2%
IVZ vs WY
+248.2%
+638.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +1.9% |
| 7D | -2.4% | +3.1% | -5.5% | -4.6% |
| 30D | -11.2% | +13.0% | -24.2% | -18.6% |
| 3M | -14.0% | -16.8% | +2.8% | -4.3% |
| 6M | +0.5% | -11.2% | +11.6% | +5.9% |
| YTD | +5.4% | -9.1% | +14.5% | +8.6% |
| 1Y | +19.5% | -4.8% | +24.2% | +19.0% |
| 3Y | +128.7% | -25.3% | +154.0% | +164.4% |
| 5Y | +28.8% | -33.2% | +61.9% | +61.0% |
| 10Y | +52.3% | +6.6% | +45.7% | +32.8% |
| All | +886.2% | +248.2% | +638.1% | +381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling