+605.8%
MSCI vs IVZ
+61.1%
+544.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.0% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | -1.7% | +3.1% | -4.8% | -2.8% |
| 3M | -8.2% | +18.2% | -26.4% | -13.7% |
| 6M | -2.4% | +38.6% | -41.1% | -13.5% |
| YTD | -2.8% | +25.9% | -28.7% | -11.3% |
| 1Y | -2.7% | +51.7% | -54.3% | -16.9% |
| 3Y | +7.3% | +138.7% | -131.3% | -24.3% |
| 5Y | -11.4% | +62.8% | -74.2% | -30.8% |
| 10Y | +605.8% | +60.9% | +544.9% | +405.4% |
| All | +605.8% | +61.1% | +544.7% | +405.4% |
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 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