+1,878.8%
MMM vs IVZ
+964.6%
+914.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +0.1% |
| 7D | +5.8% | +4.1% | +1.7% | +4.6% |
| 30D | +17.9% | -2.0% | +20.0% | +18.5% |
| 3M | +3.6% | -7.8% | +11.4% | +5.6% |
| 6M | +32.9% | +6.3% | +26.6% | +30.0% |
| YTD | +19.5% | +12.6% | +6.9% | +14.7% |
| 1Y | +16.5% | +27.6% | -11.1% | +8.1% |
| 3Y | +167.2% | +154.0% | +13.1% | +103.8% |
| 5Y | +48.2% | +37.3% | +10.9% | +29.8% |
| 10Y | +83.0% | +50.5% | +32.5% | +44.7% |
| All | +1,878.8% | +964.6% | +914.2% | +851.2% |
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