+128.7%
IVZ vs Z
-21.1%
+149.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.7% |
| 7D | -2.4% | -4.6% | +2.1% | -1.2% |
| 30D | -11.2% | +8.3% | -19.5% | -13.7% |
| 3M | -14.0% | -11.6% | -2.4% | -11.8% |
| 6M | +0.5% | -33.6% | +34.1% | +11.4% |
| YTD | +5.4% | -56.7% | +62.1% | +31.9% |
| 1Y | +19.5% | -59.1% | +78.6% | +51.7% |
| 3Y | +128.7% | -20.4% | +149.1% | +126.2% |
| All | +128.7% | -21.1% | +149.8% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling