+433.8%
MAR vs IVZ
+65.9%
+367.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | -0.5% | -2.4% | +1.8% | +0.5% |
| 30D | -5.4% | +3.0% | -8.4% | -6.6% |
| 3M | -15.5% | +14.9% | -30.4% | -20.9% |
| 6M | +3.0% | +36.7% | -33.8% | -10.7% |
| YTD | +8.5% | +25.7% | -17.1% | -2.9% |
| 1Y | +26.0% | +47.7% | -21.7% | +4.7% |
| 3Y | +68.6% | +138.8% | -70.2% | +10.2% |
| 5Y | +157.4% | +62.1% | +95.3% | +92.0% |
| All | +433.8% | +65.9% | +367.9% | +252.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling