+1,094.8%
KO vs IVZ
+1,075.8%
+19.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.8% |
| 30D | +1.6% | +2.5% | -0.9% | +1.2% |
| 3M | +5.8% | +17.1% | -11.3% | +3.1% |
| 6M | +14.3% | +35.1% | -20.9% | +8.8% |
| YTD | +27.3% | +24.3% | +3.0% | +22.3% |
| 1Y | +33.2% | +48.7% | -15.5% | +24.3% |
| 3Y | +64.5% | +135.6% | -71.2% | +40.2% |
| 5Y | +83.1% | +60.3% | +22.8% | +62.4% |
| 10Y | +183.9% | +62.5% | +121.4% | +136.4% |
| All | +1,094.8% | +1,075.8% | +19.0% | +607.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling