+1,497.9%
META vs IVZ
+121.6%
+1,376.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.0% | +4.1% | -1.2% |
| 7D | -3.1% | -6.7% | +3.6% | -0.8% |
| 30D | -18.1% | -10.9% | -7.2% | -14.9% |
| 3M | +2.9% | -14.8% | +17.7% | +8.5% |
| 6M | +0.2% | +2.4% | -2.2% | -1.3% |
| YTD | -8.1% | +5.4% | -13.5% | -10.9% |
| 1Y | -4.5% | +19.6% | -24.1% | -11.7% |
| 3Y | +94.2% | +122.4% | -28.3% | +40.2% |
| 5Y | +79.1% | +28.8% | +50.3% | +52.9% |
| 10Y | +405.9% | +52.3% | +353.6% | +275.7% |
| All | +1,497.9% | +121.6% | +1,376.3% | +1,126.6% |
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