+227.5%
LOW vs IVZ
+65.9%
+161.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -3.7% | -2.4% | -1.3% | -2.9% |
| 30D | -8.9% | +3.0% | -11.9% | -9.9% |
| 3M | -10.4% | +14.9% | -25.3% | -15.2% |
| 6M | -19.4% | +36.7% | -56.1% | -28.6% |
| YTD | -17.1% | +25.7% | -42.8% | -24.7% |
| 1Y | -26.3% | +47.7% | -74.0% | -37.1% |
| 3Y | -9.9% | +138.8% | -148.7% | -37.6% |
| 5Y | +6.1% | +62.1% | -56.0% | -18.3% |
| All | +227.5% | +65.9% | +161.6% | +133.9% |
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 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