+44.6%
IVZ vs Z
-19.5%
+64.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +1.3% |
| 7D | +2.2% | -6.5% | +8.6% | +4.0% |
| 30D | -2.2% | -0.1% | -2.1% | -2.6% |
| 3M | -8.4% | -14.1% | +5.7% | -5.6% |
| 6M | +6.2% | -30.1% | +36.2% | +14.9% |
| YTD | +12.4% | -57.5% | +69.9% | +37.8% |
| 1Y | +26.0% | -60.3% | +86.3% | +56.9% |
| 3Y | +147.9% | -21.0% | +168.9% | +148.7% |
| 5Y | +38.8% | -54.9% | +93.7% | +52.1% |
| 10Y | +44.6% | -16.0% | +60.6% | +16.9% |
| All | +44.6% | -19.5% | +64.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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