+27.0%
MMM vs IVZ
+63.4%
-36.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.2% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | -8.0% | +3.1% | -11.1% | -9.1% |
| 3M | +9.4% | +18.2% | -8.8% | +2.3% |
| 6M | +10.2% | +38.6% | -28.4% | -3.3% |
| YTD | +6.1% | +25.9% | -19.8% | -3.9% |
| 1Y | +10.8% | +51.7% | -40.9% | -7.0% |
| 3Y | +104.8% | +138.7% | -33.9% | +39.4% |
| 5Y | +27.0% | +62.8% | -35.7% | -6.8% |
| All | +27.0% | +63.4% | -36.3% | -6.8% |
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