+762.1%
LUV vs IVZ
+1,081.7%
-319.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +0.7% | +1.2% | -0.5% | +0.2% |
| 30D | -13.4% | +1.8% | -15.2% | -14.0% |
| 3M | -9.6% | +15.7% | -25.3% | -14.2% |
| 6M | -8.9% | +36.3% | -45.2% | -18.2% |
| YTD | -5.2% | +24.9% | -30.1% | -12.4% |
| 1Y | +27.0% | +48.9% | -21.9% | +10.4% |
| 3Y | +39.6% | +136.8% | -97.2% | +2.4% |
| 5Y | -14.4% | +60.0% | -74.4% | -29.9% |
| 10Y | +17.3% | +63.4% | -46.1% | -11.4% |
| All | +762.1% | +1,081.7% | -319.6% | +230.5% |
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