+27.4%
IVZ vs Z
-55.4%
+82.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | -2.4% | -4.6% | +2.1% | -1.1% |
| 30D | -11.2% | +8.3% | -19.5% | -14.0% |
| 3M | -14.0% | -11.6% | -2.4% | -11.7% |
| 6M | +0.5% | -33.6% | +34.1% | +12.2% |
| YTD | +5.4% | -56.7% | +62.1% | +33.9% |
| 1Y | +19.5% | -59.1% | +78.6% | +54.1% |
| 3Y | +128.7% | -20.4% | +149.1% | +124.8% |
| All | +27.4% | -55.4% | +82.8% | +35.3% |
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