+33.6%
IVZ vs Z
-54.7%
+88.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.2% |
| 7D | +5.1% | -4.9% | +10.1% | +6.8% |
| 30D | -1.6% | +3.0% | -4.5% | -3.0% |
| 3M | -9.1% | -13.4% | +4.3% | -6.1% |
| 6M | +1.8% | -27.3% | +29.1% | +10.4% |
| YTD | +10.8% | -57.8% | +68.6% | +41.8% |
| 1Y | +19.1% | -60.0% | +79.1% | +54.7% |
| 3Y | +144.4% | -21.5% | +166.0% | +141.3% |
| 5Y | +33.6% | -55.0% | +88.5% | +41.6% |
| All | +33.6% | -54.7% | +88.3% | +41.6% |
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