+97.0%
META vs IVZ
+150.9%
-54.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +3.3% | +2.2% | +1.1% | +2.4% |
| 30D | -10.8% | -2.2% | -8.6% | -10.2% |
| 3M | +7.9% | -8.4% | +16.3% | +10.9% |
| 6M | +5.4% | +6.2% | -0.8% | +2.7% |
| YTD | -2.6% | +12.4% | -15.0% | -7.7% |
| 1Y | +1.9% | +26.0% | -24.1% | -7.4% |
| 3Y | +97.0% | +147.9% | -50.9% | +43.5% |
| All | +97.0% | +150.9% | -54.0% | +43.5% |
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 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