+3,226.8%
MS vs IVZ
+963.1%
+2,263.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +0.8% | +2.2% | -1.4% | -0.6% |
| 30D | -0.7% | -2.2% | +1.5% | +0.5% |
| 3M | -12.4% | -8.4% | -3.9% | -7.8% |
| 6M | -1.7% | +6.2% | -7.9% | -6.1% |
| YTD | +8.0% | +12.4% | -4.4% | -0.9% |
| 1Y | +16.2% | +26.0% | -9.8% | -0.7% |
| 3Y | +171.3% | +147.9% | +23.4% | +47.8% |
| 5Y | +124.8% | +38.8% | +86.0% | +66.3% |
| 10Y | +553.7% | +44.6% | +509.1% | +315.8% |
| All | +3,226.8% | +963.1% | +2,263.6% | +924.2% |
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