+2,222.5%
MKSI vs IVZ
+282.5%
+1,940.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.5% |
| 7D | +2.7% | -2.4% | +5.1% | +3.9% |
| 30D | -12.8% | +3.0% | -15.8% | -14.2% |
| 3M | -22.5% | +14.9% | -37.4% | -27.6% |
| 6M | +19.4% | +36.7% | -17.4% | +2.4% |
| YTD | +67.7% | +25.7% | +42.0% | +49.4% |
| 1Y | +131.4% | +47.7% | +83.7% | +90.5% |
| 3Y | +197.3% | +138.8% | +58.5% | +94.4% |
| 5Y | +87.0% | +62.1% | +24.9% | +46.5% |
| 10Y | +522.1% | +64.3% | +457.8% | +342.2% |
| All | +2,222.5% | +282.5% | +1,940.1% | +787.2% |
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