+3,118.2%
MS vs IVZ
+897.2%
+2,221.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | -2.4% | +0.9% | -0.1% |
| 30D | -3.8% | -11.2% | +7.4% | +3.3% |
| 3M | -14.6% | -14.0% | -0.6% | -6.7% |
| 6M | -5.1% | +0.5% | -5.5% | -6.1% |
| YTD | +4.5% | +5.4% | -0.9% | -0.3% |
| 1Y | +13.5% | +19.5% | -5.9% | +0.3% |
| 3Y | +160.4% | +128.7% | +31.7% | +49.1% |
| 5Y | +112.9% | +28.8% | +84.1% | +64.9% |
| 10Y | +633.4% | +52.3% | +581.1% | +352.4% |
| All | +3,118.2% | +897.2% | +2,221.0% | +930.6% |
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