+779.7%
MSCI vs IVZ
+55.7%
+724.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -5.9% | -1.4% |
| 7D | +1.5% | +4.1% | -2.7% | 0.0% |
| 30D | +14.4% | -2.0% | +16.4% | +14.9% |
| 3M | +15.2% | -7.8% | +23.0% | +18.0% |
| 6M | +11.2% | +6.3% | +4.9% | +7.9% |
| YTD | +13.9% | +12.6% | +1.4% | +7.7% |
| 1Y | +12.5% | +27.6% | -15.1% | +1.6% |
| 3Y | +32.3% | +154.0% | -121.7% | -8.9% |
| 5Y | +4.9% | +37.3% | -32.4% | -13.3% |
| 10Y | +779.7% | +50.5% | +729.2% | +566.2% |
| All | +779.7% | +55.7% | +724.0% | +566.2% |
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 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