+41.5%
IVZ vs Z
-16.5%
+58.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.4% |
| 7D | +7.6% | +0.8% | +6.8% | +7.3% |
| 30D | +4.3% | +5.2% | -0.9% | +2.5% |
| 3M | -9.3% | -17.0% | +7.7% | -5.6% |
| 6M | +5.2% | -22.7% | +27.9% | +10.9% |
| YTD | +13.4% | -56.3% | +69.8% | +38.0% |
| 1Y | +25.4% | -57.7% | +83.0% | +53.5% |
| 3Y | +152.5% | -16.5% | +169.0% | +149.7% |
| 5Y | +36.7% | -53.4% | +90.1% | +48.5% |
| All | +41.5% | -16.5% | +58.0% | +13.5% |
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