+1,104.4%
IVZ vs WY
+282.0%
+822.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | +0.6% | -1.7% | +2.4% | +1.8% |
| 30D | +4.0% | -10.1% | +14.1% | +11.2% |
| 3M | +18.2% | -5.1% | +23.3% | +20.8% |
| 6M | +32.8% | -4.8% | +37.6% | +35.0% |
| YTD | +28.7% | -0.2% | +29.0% | +26.2% |
| 1Y | +55.4% | -6.6% | +62.0% | +58.0% |
| 3Y | +135.2% | -22.7% | +157.9% | +169.1% |
| 5Y | +64.2% | -22.2% | +86.4% | +87.4% |
| 10Y | +64.6% | +7.3% | +57.3% | +43.7% |
| All | +1,104.4% | +282.0% | +822.4% | +458.9% |
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