+79.1%
MTUM vs IVZ
+61.1%
+18.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +0.7% | -2.4% | +3.1% | +1.5% |
| 30D | -2.4% | +3.0% | -5.5% | -3.5% |
| 3M | -3.6% | +14.9% | -18.5% | -8.2% |
| 6M | +23.7% | +36.7% | -13.1% | +11.0% |
| YTD | +22.9% | +25.7% | -2.8% | +13.0% |
| 1Y | +21.8% | +47.7% | -25.9% | +5.9% |
| 3Y | +114.4% | +138.8% | -24.4% | +53.7% |
| All | +79.1% | +61.1% | +18.0% | +44.0% |
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