+48.9%
MSFT vs IVZ
+133.3%
-84.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-09 to 2026-09-09.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -1.0% | +1.2% | -2.2% | -1.3% |
| 30D | -2.7% | +1.8% | -4.4% | -3.1% |
| 3M | +22.1% | +15.7% | +6.4% | +18.2% |
| 6M | +20.6% | +36.3% | -15.8% | +12.7% |
| YTD | +2.3% | +24.9% | -22.6% | -3.0% |
| 1Y | -0.5% | +48.9% | -49.5% | -9.3% |
| All | +48.9% | +133.3% | -84.4% | +25.2% |
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 2023-09-09 to 2026-09-09: 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…
2023-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling