+1,511.3%
META vs IVZ
+121.6%
+1,389.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | -2.4% | +1.7% | 0.0% |
| 30D | -15.4% | -11.2% | -4.2% | -11.9% |
| 3M | +3.5% | -14.0% | +17.5% | +8.9% |
| 6M | -0.3% | +0.5% | -0.7% | -1.1% |
| YTD | -7.3% | +5.4% | -12.8% | -10.2% |
| 1Y | -1.1% | +19.5% | -20.5% | -8.4% |
| 3Y | +95.1% | +128.7% | -33.6% | +39.5% |
| 5Y | +80.6% | +28.8% | +51.8% | +54.2% |
| 10Y | +410.1% | +52.3% | +357.8% | +278.9% |
| All | +1,511.3% | +121.6% | +1,389.7% | +1,136.8% |
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 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