+430.6%
KLAC vs IVZ
+57.9%
+372.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | +2.5% | -2.4% | +4.8% | +3.9% |
| 30D | -11.5% | +2.5% | -14.0% | -12.8% |
| 3M | -16.9% | +17.1% | -34.0% | -24.2% |
| 6M | +22.2% | +35.1% | -12.9% | +2.5% |
| YTD | +46.4% | +24.3% | +22.0% | +28.5% |
| 1Y | +91.0% | +48.7% | +42.3% | +51.2% |
| 3Y | +264.6% | +135.6% | +128.9% | +108.3% |
| 5Y | +430.6% | +60.3% | +370.3% | +267.9% |
| All | +430.6% | +57.9% | +372.7% | +267.9% |
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