+556.2%
MS vs IVZ
+44.4%
+511.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +2.1% |
| 7D | -1.7% | -2.8% | +1.0% | -0.3% |
| 30D | +0.9% | -2.2% | +3.1% | +2.0% |
| 3M | -10.8% | -8.1% | -2.7% | -6.7% |
| 6M | +0.9% | +3.8% | -2.9% | -1.9% |
| YTD | +9.8% | +11.5% | -1.7% | +1.9% |
| 1Y | +17.1% | +23.7% | -6.6% | +2.3% |
| 3Y | +175.7% | +145.8% | +29.9% | +57.4% |
| 5Y | +125.9% | +36.1% | +89.7% | +73.6% |
| 10Y | +556.2% | +42.4% | +513.7% | +339.1% |
| All | +556.2% | +44.4% | +511.7% | +339.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling