+71.4%
MSFT vs IVZ
+63.4%
+8.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.5% |
| 7D | -1.4% | +1.1% | -2.5% | -1.7% |
| 30D | -1.0% | +3.1% | -4.1% | -2.0% |
| 3M | +20.2% | +18.2% | +2.0% | +14.0% |
| 6M | +21.3% | +38.6% | -17.3% | +9.1% |
| YTD | +2.8% | +25.9% | -23.1% | -5.3% |
| 1Y | 0.0% | +51.7% | -51.7% | -13.5% |
| 3Y | +51.2% | +138.7% | -87.4% | +7.2% |
| 5Y | +71.4% | +62.8% | +8.7% | +32.5% |
| All | +71.4% | +63.4% | +8.1% | +32.5% |
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 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