-2.2%
MA vs IVZ
+50.2%
-52.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -3.5% | +1.2% | -4.7% | -3.7% |
| 30D | +0.8% | +1.8% | -1.0% | +0.5% |
| 3M | +14.8% | +15.7% | -1.0% | +12.2% |
| 6M | +10.0% | +36.3% | -26.3% | +3.9% |
| YTD | -0.1% | +24.9% | -25.0% | -3.8% |
| 1Y | -2.2% | +48.9% | -51.2% | -9.0% |
| All | -2.2% | +50.2% | -52.4% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling