+13,824.2%
MA vs IVZ
+246.2%
+13,578.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | +1.5% | +4.0% | -2.5% | -0.2% |
| 3M | +20.4% | +18.2% | +2.2% | +11.7% |
| 6M | +11.1% | +32.8% | -21.7% | -2.4% |
| YTD | +2.0% | +28.7% | -26.8% | -9.8% |
| 1Y | -2.2% | +55.4% | -57.5% | -20.2% |
| 3Y | +41.9% | +135.2% | -93.3% | -7.6% |
| 5Y | +75.4% | +64.2% | +11.2% | +28.3% |
| 10Y | +527.5% | +64.6% | +462.9% | +301.5% |
| All | +13,824.2% | +246.2% | +13,578.0% | +5,496.3% |
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