+6,716.4%
LOW vs IVZ
+1,117.8%
+5,598.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | -1.7% | +0.6% | -2.4% | -1.9% |
| 30D | -7.0% | +4.0% | -11.0% | -8.3% |
| 3M | -0.9% | +18.2% | -19.1% | -6.6% |
| 6M | -20.1% | +32.8% | -52.9% | -27.8% |
| YTD | -13.9% | +28.7% | -42.7% | -21.7% |
| 1Y | -21.1% | +55.4% | -76.5% | -32.8% |
| 3Y | -6.6% | +135.2% | -141.8% | -32.4% |
| 5Y | +9.4% | +64.2% | -54.8% | -13.3% |
| 10Y | +220.5% | +64.6% | +155.9% | +132.1% |
| All | +6,716.4% | +1,117.8% | +5,598.6% | +2,009.3% |
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