+326.8%
KEY vs IVZ
+1,117.8%
-791.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | +2.2% | +0.6% | +1.6% | +1.8% |
| 30D | -3.0% | +4.0% | -7.0% | -5.1% |
| 3M | +3.3% | +18.2% | -14.8% | -6.2% |
| 6M | +9.2% | +32.8% | -23.6% | -7.5% |
| YTD | +10.6% | +28.7% | -18.1% | -5.2% |
| 1Y | +20.4% | +55.4% | -35.0% | -6.9% |
| 3Y | +121.8% | +135.2% | -13.4% | +35.3% |
| 5Y | +41.1% | +64.2% | -23.1% | +2.7% |
| 10Y | +168.5% | +64.6% | +103.9% | +84.8% |
| All | +326.8% | +1,117.8% | -791.0% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling