-7.7%
MDB vs IVZ
+30.5%
-38.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -4.0% |
| 7D | -16.5% | +2.6% | -19.2% | -17.5% |
| 30D | -8.6% | -3.5% | -5.1% | -7.2% |
| 3M | -13.6% | -7.4% | -6.2% | -10.8% |
| 6M | +24.1% | +14.7% | +9.4% | +16.1% |
| YTD | -21.8% | +14.6% | -36.4% | -24.2% |
| 1Y | -7.7% | +30.7% | -38.4% | -6.8% |
| All | -7.7% | +30.5% | -38.3% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling