+14,507.4%
MSFT vs IVZ
+948.4%
+13,559.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -2.4% | +5.1% | -7.5% | -3.8% |
| 30D | -3.8% | -1.6% | -2.2% | -3.4% |
| 3M | +6.4% | -9.1% | +15.5% | +9.2% |
| 6M | +28.8% | +1.8% | +27.0% | +27.6% |
| YTD | +8.8% | +10.8% | -2.0% | +4.5% |
| 1Y | +3.2% | +19.1% | -16.0% | -3.1% |
| 3Y | +44.8% | +144.4% | -99.6% | +7.4% |
| 5Y | +61.8% | +33.6% | +28.3% | +39.9% |
| 10Y | +897.9% | +41.7% | +856.3% | +673.0% |
| All | +14,507.4% | +948.4% | +13,559.0% | +6,322.9% |
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 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