+2,715.8%
MSCI vs IVZ
+101.9%
+2,613.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.8% | -2.4% | +5.3% | +3.8% |
| 30D | +15.4% | -11.2% | +26.6% | +20.8% |
| 3M | +13.4% | -14.0% | +27.4% | +20.1% |
| 6M | +10.9% | +0.5% | +10.5% | +9.4% |
| YTD | +13.0% | +5.4% | +7.5% | +8.3% |
| 1Y | +12.0% | +19.5% | -7.4% | +1.8% |
| 3Y | +34.1% | +128.7% | -94.6% | -10.4% |
| 5Y | +3.9% | +28.8% | -24.9% | -13.9% |
| 10Y | +802.0% | +52.3% | +749.7% | +501.1% |
| All | +2,715.8% | +101.9% | +2,613.9% | +1,401.3% |
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