+14,791.1%
MSFT vs IVZ
+963.1%
+13,828.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | +2.2% | +0.2% | +1.7% |
| 30D | -0.4% | -2.2% | +1.8% | +0.2% |
| 3M | +5.6% | -8.4% | +14.0% | +8.0% |
| 6M | +29.0% | +6.2% | +22.8% | +26.3% |
| YTD | +10.9% | +12.4% | -1.5% | +6.1% |
| 1Y | +6.2% | +26.0% | -19.8% | -1.8% |
| 3Y | +47.6% | +147.9% | -100.3% | +9.1% |
| 5Y | +67.9% | +38.8% | +29.2% | +43.6% |
| 10Y | +922.9% | +44.6% | +878.3% | +687.7% |
| All | +14,791.1% | +963.1% | +13,828.0% | +6,421.6% |
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