+84.3%
MKSI vs IVZ
+61.1%
+23.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.2% |
| 7D | +2.7% | -2.4% | +5.1% | +4.5% |
| 30D | -12.8% | +3.0% | -15.8% | -14.9% |
| 3M | -22.5% | +14.9% | -37.4% | -30.3% |
| 6M | +19.4% | +36.7% | -17.4% | -6.3% |
| YTD | +67.7% | +25.7% | +42.0% | +39.0% |
| 1Y | +131.4% | +47.7% | +83.7% | +69.1% |
| 3Y | +197.3% | +138.8% | +58.5% | +45.2% |
| All | +84.3% | +61.1% | +23.2% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling