+210.8%
MGY vs IVZ
+37.0%
+173.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +1.5% | +1.2% | +0.3% | +0.9% |
| 30D | +6.8% | +1.8% | +5.1% | +5.7% |
| 3M | +2.6% | +15.7% | -13.1% | -5.4% |
| 6M | -3.1% | +36.3% | -39.4% | -18.5% |
| YTD | +29.4% | +24.9% | +4.5% | +12.3% |
| 1Y | +22.3% | +48.9% | -26.6% | -3.1% |
| 3Y | +26.6% | +136.8% | -110.2% | -24.1% |
| 5Y | +92.1% | +60.0% | +32.1% | +34.9% |
| All | +210.8% | +37.0% | +173.9% | +68.0% |
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