+42.2%
LUV vs IVZ
+134.7%
-92.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | -1.0% | -2.4% | +1.4% | +0.3% |
| 30D | -12.4% | +3.0% | -15.4% | -13.8% |
| 3M | -11.0% | +14.9% | -25.9% | -17.7% |
| 6M | -5.0% | +36.7% | -41.7% | -20.1% |
| YTD | -3.8% | +25.7% | -29.5% | -15.8% |
| 1Y | +25.9% | +47.7% | -21.8% | +0.9% |
| 3Y | +42.2% | +138.8% | -96.6% | -17.8% |
| All | +42.2% | +134.7% | -92.5% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling