+28.8%
IVZ vs Z
-54.8%
+83.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -10.6% | +2.6% | -4.7% |
| 7D | -6.7% | -2.3% | -4.4% | -6.1% |
| 30D | -10.9% | +9.4% | -20.2% | -13.9% |
| 3M | -14.8% | -16.1% | +1.3% | -11.2% |
| 6M | +2.4% | -30.4% | +32.8% | +12.7% |
| YTD | +5.4% | -55.6% | +61.0% | +32.9% |
| 1Y | +19.6% | -58.5% | +78.1% | +53.6% |
| 3Y | +122.4% | -19.6% | +142.1% | +118.2% |
| 5Y | +28.8% | -54.1% | +82.9% | +35.2% |
| All | +28.8% | -54.8% | +83.5% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling