+872.1%
MSFT vs IVZ
+64.1%
+808.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.5% | -2.4% | -1.1% | -2.8% |
| 30D | -2.1% | +2.5% | -4.6% | -2.8% |
| 3M | +24.2% | +17.1% | +7.1% | +18.2% |
| 6M | +21.9% | +35.1% | -13.3% | +10.7% |
| YTD | +2.5% | +24.3% | -21.8% | -5.0% |
| 1Y | -0.8% | +48.7% | -49.4% | -13.2% |
| 3Y | +50.8% | +135.6% | -84.9% | +10.2% |
| 5Y | +73.5% | +60.3% | +13.2% | +39.3% |
| All | +872.1% | +64.1% | +808.0% | +629.5% |
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