+514.9%
MKSI vs IVZ
+65.9%
+449.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.4% |
| 7D | +2.7% | -2.4% | +5.1% | +4.2% |
| 30D | -12.8% | +3.0% | -15.8% | -14.5% |
| 3M | -22.5% | +14.9% | -37.4% | -28.9% |
| 6M | +19.4% | +36.7% | -17.4% | -1.9% |
| YTD | +67.7% | +25.7% | +42.0% | +44.4% |
| 1Y | +131.4% | +47.7% | +83.7% | +80.2% |
| 3Y | +197.3% | +138.8% | +58.5% | +71.2% |
| 5Y | +87.0% | +62.1% | +24.9% | +31.7% |
| All | +514.9% | +65.9% | +449.0% | +299.1% |
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