+365.6%
NDAQ vs IVZ
+64.1%
+301.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -6.8% | -2.4% | -4.4% | -6.1% |
| 30D | -3.2% | +2.5% | -5.7% | -3.9% |
| 3M | +6.5% | +17.1% | -10.6% | +1.1% |
| 6M | +5.7% | +35.1% | -29.4% | -4.4% |
| YTD | -4.6% | +24.3% | -28.9% | -11.7% |
| 1Y | -1.6% | +48.7% | -50.2% | -13.9% |
| 3Y | +86.4% | +135.6% | -49.2% | +37.1% |
| 5Y | +50.3% | +60.3% | -10.0% | +20.7% |
| All | +365.6% | +64.1% | +301.5% | +214.6% |
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 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