+81.6%
KO vs IVZ
+59.4%
+22.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | +1.6% | +2.5% | -0.9% | +1.4% |
| 3M | +5.8% | +17.1% | -11.3% | +4.6% |
| 6M | +14.3% | +35.1% | -20.9% | +11.7% |
| YTD | +27.3% | +24.3% | +3.0% | +25.0% |
| 1Y | +33.2% | +48.7% | -15.5% | +28.5% |
| 3Y | +64.5% | +135.6% | -71.2% | +48.0% |
| All | +81.6% | +59.4% | +22.3% | +67.9% |
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