+15,614.6%
MA vs IVZ
+183.5%
+15,431.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | -2.4% | +4.8% | +3.2% |
| 30D | +14.7% | -11.2% | +25.9% | +19.9% |
| 3M | +13.5% | -14.0% | +27.5% | +19.9% |
| 6M | +33.1% | +0.5% | +32.7% | +31.0% |
| YTD | +15.1% | +5.4% | +9.6% | +9.8% |
| 1Y | +18.7% | +19.5% | -0.7% | +7.4% |
| 3Y | +72.1% | +128.7% | -56.6% | +12.9% |
| 5Y | +92.8% | +28.8% | +64.0% | +56.0% |
| 10Y | +571.6% | +52.3% | +519.3% | +339.7% |
| All | +15,614.6% | +183.5% | +15,431.2% | +6,714.0% |
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 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