+120.1%
MAR vs IVZ
+152.3%
-32.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.1% |
| 7D | +1.6% | +7.6% | -6.0% | -1.0% |
| 30D | +13.8% | +4.3% | +9.5% | +11.9% |
| 3M | +20.3% | -9.3% | +29.6% | +23.9% |
| 6M | +21.3% | +5.2% | +16.1% | +17.6% |
| YTD | +37.2% | +13.4% | +23.8% | +28.4% |
| 1Y | +48.4% | +25.4% | +23.1% | +33.4% |
| 3Y | +120.1% | +152.5% | -32.4% | +48.6% |
| All | +120.1% | +152.3% | -32.2% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling