+47.6%
MSFT vs IVZ
+150.9%
-103.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | +2.2% | +0.2% | +1.8% |
| 30D | -0.4% | -2.2% | +1.8% | +0.1% |
| 3M | +5.6% | -8.4% | +14.0% | +7.5% |
| 6M | +29.0% | +6.2% | +22.8% | +27.0% |
| YTD | +10.9% | +12.4% | -1.5% | +7.3% |
| 1Y | +6.2% | +26.0% | -19.8% | +0.1% |
| 3Y | +47.6% | +147.9% | -100.3% | +23.9% |
| All | +47.6% | +150.9% | -103.3% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling