+3,168.2%
MAR vs IVZ
+220.2%
+2,947.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.3% |
| 7D | +1.6% | +7.6% | -6.0% | -1.3% |
| 30D | +13.8% | +4.3% | +9.5% | +11.6% |
| 3M | +20.3% | -9.3% | +29.6% | +24.2% |
| 6M | +21.3% | +5.2% | +16.1% | +17.3% |
| YTD | +37.2% | +13.4% | +23.8% | +28.1% |
| 1Y | +48.4% | +25.4% | +23.1% | +33.1% |
| 3Y | +120.1% | +152.5% | -32.4% | +46.2% |
| 5Y | +182.1% | +36.7% | +145.4% | +131.8% |
| 10Y | +530.2% | +45.0% | +485.2% | +357.2% |
| All | +3,168.2% | +220.2% | +2,947.9% | +1,142.6% |
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 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