+2,614.5%
MRSH vs IVZ
+1,075.8%
+1,538.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -5.9% | -2.4% | -3.5% | -5.3% |
| 30D | -7.3% | +2.5% | -9.8% | -8.0% |
| 3M | +6.7% | +17.1% | -10.4% | +1.6% |
| 6M | +3.0% | +35.1% | -32.2% | -6.1% |
| YTD | -2.9% | +24.3% | -27.2% | -9.8% |
| 1Y | -9.0% | +48.7% | -57.6% | -19.7% |
| 3Y | -4.3% | +135.6% | -139.9% | -28.4% |
| 5Y | +19.4% | +60.3% | -40.9% | -3.4% |
| 10Y | +218.1% | +62.5% | +155.5% | +133.3% |
| All | +2,614.5% | +1,075.8% | +1,538.7% | +918.4% |
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