+145.4%
KEYS vs IVZ
+132.2%
+13.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +0.9% | -2.4% | +3.3% | +2.1% |
| 30D | -5.3% | +2.5% | -7.8% | -6.4% |
| 3M | +0.5% | +17.1% | -16.5% | -7.2% |
| 6M | +14.0% | +35.1% | -21.1% | -2.3% |
| YTD | +60.3% | +24.3% | +36.0% | +42.2% |
| 1Y | +91.3% | +48.7% | +42.7% | +55.5% |
| All | +145.4% | +132.2% | +13.2% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling