+425.7%
META vs IVZ
+55.7%
+370.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.8% | -1.6% | +2.8% |
| 7D | +5.7% | +4.1% | +1.6% | +4.2% |
| 30D | -10.8% | -2.0% | -8.7% | -10.2% |
| 3M | +8.4% | -7.8% | +16.2% | +11.3% |
| 6M | +5.4% | +6.3% | -0.9% | +2.5% |
| YTD | -2.6% | +12.6% | -15.1% | -7.7% |
| 1Y | +3.5% | +27.6% | -24.1% | -6.4% |
| 3Y | +102.0% | +154.0% | -52.0% | +39.2% |
| 5Y | +93.1% | +37.3% | +55.8% | +59.9% |
| 10Y | +425.7% | +50.5% | +375.1% | +299.4% |
| All | +425.7% | +55.7% | +370.0% | +299.4% |
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