+13,856.6%
MSFT vs IVZ
+1,117.8%
+12,738.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | +2.7% | +4.0% | -1.3% | +1.5% |
| 3M | +17.0% | +18.2% | -1.2% | +11.3% |
| 6M | +23.8% | +32.8% | -9.0% | +13.6% |
| YTD | +4.0% | +28.7% | -24.8% | -4.2% |
| 1Y | -0.8% | +55.4% | -56.2% | -13.6% |
| 3Y | +55.6% | +135.2% | -79.6% | +16.6% |
| 5Y | +72.9% | +64.2% | +8.7% | +40.7% |
| 10Y | +875.8% | +64.6% | +811.2% | +624.0% |
| All | +13,856.6% | +1,117.8% | +12,738.8% | +5,789.4% |
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