+1,527.5%
META vs IVZ
+170.7%
+1,356.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +6.7% | +0.6% | +6.1% | +6.4% |
| 30D | +4.8% | +4.0% | +0.8% | +3.3% |
| 3M | -1.6% | +18.2% | -19.8% | -7.5% |
| 6M | -7.5% | +32.8% | -40.3% | -16.8% |
| YTD | -6.4% | +28.7% | -35.1% | -15.3% |
| 1Y | -17.3% | +55.4% | -72.7% | -30.1% |
| 3Y | +109.9% | +135.2% | -25.3% | +48.5% |
| 5Y | +65.4% | +64.2% | +1.2% | +29.8% |
| 10Y | +391.8% | +64.6% | +327.2% | +255.9% |
| All | +1,527.5% | +170.7% | +1,356.8% | +1,067.0% |
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