+210.4%
MGY vs IVZ
+37.8%
+172.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +3.5% | -2.4% | +5.9% | +4.6% |
| 30D | +5.3% | +3.0% | +2.2% | +3.6% |
| 3M | +2.6% | +14.9% | -12.2% | -5.0% |
| 6M | -3.3% | +36.7% | -40.0% | -18.7% |
| YTD | +29.2% | +25.7% | +3.5% | +11.8% |
| 1Y | +18.0% | +47.7% | -29.7% | -6.1% |
| 3Y | +30.0% | +138.8% | -108.8% | -22.4% |
| 5Y | +92.7% | +62.1% | +30.6% | +34.4% |
| All | +210.4% | +37.8% | +172.6% | +67.3% |
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