+3,738.3%
MS vs IVZ
+1,117.8%
+2,620.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.4% |
| 7D | +1.4% | +0.6% | +0.7% | +1.0% |
| 30D | -0.3% | +4.0% | -4.3% | -2.6% |
| 3M | +0.3% | +18.2% | -17.9% | -9.8% |
| 6M | +31.3% | +32.8% | -1.5% | +9.5% |
| YTD | +24.7% | +28.7% | -4.1% | +5.6% |
| 1Y | +47.9% | +55.4% | -7.5% | +11.4% |
| 3Y | +178.3% | +135.2% | +43.1% | +56.7% |
| 5Y | +144.9% | +64.2% | +80.7% | +63.0% |
| 10Y | +804.5% | +64.6% | +739.9% | +433.3% |
| All | +3,738.3% | +1,117.8% | +2,620.5% | +991.2% |
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