+489.4%
NDAQ vs IVZ
+40.3%
+449.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | +1.7% | +5.1% | -3.4% | +0.1% |
| 30D | +16.2% | -1.6% | +17.8% | +16.5% |
| 3M | +14.0% | -9.1% | +23.1% | +17.0% |
| 6M | +22.3% | +1.8% | +20.5% | +20.7% |
| YTD | +13.0% | +10.8% | +2.2% | +8.1% |
| 1Y | +24.0% | +19.1% | +4.9% | +15.9% |
| 3Y | +117.1% | +144.4% | -27.3% | +57.3% |
| 5Y | +67.5% | +33.6% | +34.0% | +42.2% |
| All | +489.4% | +40.3% | +449.1% | +319.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling