+48.2%
MMM vs IVZ
+37.3%
+10.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | -0.7% |
| 7D | +5.8% | +4.1% | +1.7% | +4.1% |
| 30D | +17.9% | -2.0% | +20.0% | +18.6% |
| 3M | +3.6% | -7.8% | +11.4% | +6.4% |
| 6M | +32.9% | +6.3% | +26.6% | +28.6% |
| YTD | +19.5% | +12.6% | +6.9% | +12.3% |
| 1Y | +16.5% | +27.6% | -11.1% | +4.0% |
| 3Y | +167.2% | +154.0% | +13.1% | +75.1% |
| 5Y | +48.2% | +37.3% | +10.9% | +15.1% |
| All | +48.2% | +37.3% | +10.9% | +15.1% |
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 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