+15.0%
MMM vs IVZ
+25.3%
-10.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +7.0% | +2.2% | +4.8% | +6.3% |
| 30D | +18.4% | -2.2% | +20.6% | +18.9% |
| 3M | +4.5% | -8.4% | +12.9% | +6.7% |
| 6M | +33.4% | +6.2% | +27.3% | +30.5% |
| YTD | +20.0% | +12.4% | +7.6% | +15.2% |
| 1Y | +15.0% | +26.0% | -11.0% | +8.0% |
| All | +15.0% | +25.3% | -10.3% | +8.0% |
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 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