+294.5%
KEEL vs IVZ
+186.3%
+108.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.1% |
| 7D | +2.9% | -2.4% | +5.3% | +4.4% |
| 30D | +0.8% | +3.0% | -2.2% | -1.1% |
| 3M | -35.3% | +14.9% | -50.2% | -40.4% |
| 6M | +59.4% | +36.7% | +22.6% | +32.3% |
| YTD | +51.9% | +25.7% | +26.2% | +33.7% |
| 1Y | +75.0% | +47.7% | +27.3% | +41.0% |
| 3Y | +224.5% | +138.8% | +85.7% | +103.4% |
| 5Y | -35.9% | +62.1% | -98.0% | -52.2% |
| All | +294.5% | +186.3% | +108.2% | +258.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling