+106.6%
MMM vs IVZ
+144.8%
-38.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -3.3% | +0.6% | -4.0% | -3.6% |
| 30D | -7.0% | +4.0% | -11.0% | -8.4% |
| 3M | +10.8% | +18.2% | -7.4% | +3.5% |
| 6M | +5.8% | +32.8% | -27.1% | -6.1% |
| YTD | +6.8% | +28.7% | -22.0% | -4.4% |
| 1Y | +10.4% | +55.4% | -45.0% | -9.0% |
| All | +106.6% | +144.8% | -38.2% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling