+42.7%
MKSI vs IVZ
+30.5%
+12.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.2% | -9.2% | -7.9% |
| 7D | -10.7% | +2.6% | -13.3% | -12.4% |
| 30D | -30.5% | -3.5% | -27.0% | -28.7% |
| 3M | -39.2% | -7.4% | -31.8% | -35.7% |
| 6M | -33.0% | +14.7% | -47.7% | -37.8% |
| YTD | +22.3% | +14.6% | +7.7% | +9.1% |
| 1Y | +42.7% | +30.7% | +12.0% | +19.9% |
| All | +42.7% | +30.5% | +12.2% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling