+90.1%
KEYS vs IVZ
+61.1%
+29.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | +3.5% | -2.4% | +5.9% | +4.6% |
| 30D | -4.5% | +3.0% | -7.5% | -5.8% |
| 3M | -0.4% | +14.9% | -15.3% | -6.9% |
| 6M | +19.1% | +36.7% | -17.6% | +2.2% |
| YTD | +66.7% | +25.7% | +41.0% | +48.1% |
| 1Y | +96.5% | +47.7% | +48.8% | +61.9% |
| 3Y | +155.2% | +138.8% | +16.3% | +63.9% |
| All | +90.1% | +61.1% | +29.0% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling