+15,689.5%
MA vs IVZ
+202.6%
+15,486.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -2.2% |
| 7D | -0.3% | +4.1% | -4.5% | -2.1% |
| 30D | +11.3% | -2.0% | +13.3% | +11.8% |
| 3M | +16.7% | -7.8% | +24.5% | +19.8% |
| 6M | +32.8% | +6.3% | +26.5% | +27.6% |
| YTD | +15.6% | +12.6% | +3.1% | +7.4% |
| 1Y | +19.6% | +27.6% | -8.1% | +5.2% |
| 3Y | +72.1% | +154.0% | -81.9% | +8.1% |
| 5Y | +96.0% | +37.3% | +58.7% | +54.4% |
| 10Y | +554.8% | +50.5% | +504.2% | +332.1% |
| All | +15,689.5% | +202.6% | +15,486.9% | +6,563.2% |
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