+550.0%
LNG vs IVZ
+65.9%
+484.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -4.7% | -2.4% | -2.3% | -4.1% |
| 30D | +3.8% | +3.0% | +0.8% | +2.9% |
| 3M | +16.2% | +14.9% | +1.3% | +11.4% |
| 6M | +11.7% | +36.7% | -25.0% | +1.5% |
| YTD | +44.2% | +25.7% | +18.5% | +33.6% |
| 1Y | +18.6% | +47.7% | -29.1% | +4.6% |
| 3Y | +77.4% | +138.8% | -61.4% | +31.8% |
| 5Y | +232.3% | +62.1% | +170.2% | +167.0% |
| All | +550.0% | +65.9% | +484.1% | +388.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling