+37.3%
IVZ vs Z
-55.0%
+92.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.8% | +3.0% | +5.6% |
| 7D | +4.1% | -5.2% | +9.3% | +5.8% |
| 30D | -2.0% | +5.7% | -7.8% | -4.2% |
| 3M | -7.8% | -8.7% | +0.9% | -6.3% |
| 6M | +6.3% | -26.0% | +32.3% | +14.8% |
| YTD | +12.6% | -55.0% | +67.6% | +41.3% |
| 1Y | +27.6% | -58.0% | +85.6% | +63.3% |
| 3Y | +154.0% | -15.2% | +169.2% | +144.8% |
| 5Y | +37.3% | -53.8% | +91.1% | +43.9% |
| All | +37.3% | -55.0% | +92.3% | +43.9% |
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