+286.1%
KLAC vs IVZ
+36.0%
+250.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.5% | -4.6% |
| 7D | +10.0% | +7.6% | +2.4% | +5.2% |
| 30D | -14.8% | +4.3% | -19.1% | -16.6% |
| 3M | -27.2% | -9.3% | -17.8% | -22.5% |
| 6M | -17.5% | +5.2% | -22.7% | -19.6% |
| YTD | +25.8% | +13.4% | +12.4% | +16.8% |
| 1Y | +31.8% | +25.4% | +6.4% | +15.2% |
| 3Y | +195.3% | +152.5% | +42.8% | +59.4% |
| All | +286.1% | +36.0% | +250.2% | +196.8% |
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 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