+604.3%
MTUM vs IVZ
+95.3%
+509.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | -3.6% | +14.9% | -18.5% | -7.9% |
| 6M | +23.7% | +36.7% | -13.1% | +11.8% |
| YTD | +22.9% | +25.7% | -2.8% | +13.6% |
| 1Y | +21.8% | +47.7% | -25.9% | +6.9% |
| 3Y | +114.4% | +138.8% | -24.4% | +57.8% |
| 5Y | +79.6% | +62.1% | +17.5% | +44.4% |
| 10Y | +356.2% | +64.3% | +291.9% | +233.9% |
| All | +604.3% | +95.3% | +509.0% | +406.7% |
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