-11.4%
MSCI vs IVZ
+63.4%
-74.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -2.9% |
| 7D | -2.1% | +1.1% | -3.2% | -2.5% |
| 30D | -1.7% | +3.1% | -4.8% | -2.9% |
| 3M | -8.2% | +18.2% | -26.4% | -14.6% |
| 6M | -2.4% | +38.6% | -41.1% | -15.4% |
| YTD | -2.8% | +25.9% | -28.7% | -12.7% |
| 1Y | -2.7% | +51.7% | -54.3% | -19.5% |
| 3Y | +7.3% | +138.7% | -131.3% | -31.2% |
| 5Y | -11.4% | +62.8% | -74.2% | -36.0% |
| All | -11.4% | +63.4% | -74.8% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling