+40.5%
IVZ vs Z
+25.1%
+15.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.7% |
| 7D | +0.6% | -3.0% | +3.6% | +1.4% |
| 30D | +4.0% | -4.2% | +8.2% | +4.8% |
| 3M | +18.2% | -3.7% | +21.9% | +18.4% |
| 6M | +32.8% | -24.5% | +57.3% | +41.2% |
| YTD | +28.7% | -49.3% | +78.0% | +51.2% |
| 1Y | +55.4% | -58.7% | +114.1% | +91.4% |
| 3Y | +135.2% | -34.1% | +169.4% | +148.5% |
| 5Y | +64.2% | -64.5% | +128.7% | +87.1% |
| 10Y | +64.6% | -0.5% | +65.1% | +26.6% |
| All | +40.5% | +25.1% | +15.4% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling