+70.5%
NDAQ vs IVZ
+37.2%
+33.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.9% | +2.2% | +0.7% | +2.0% |
| 30D | +17.5% | -2.2% | +19.6% | +18.0% |
| 3M | +15.4% | -8.4% | +23.9% | +18.4% |
| 6M | +24.6% | +6.2% | +18.4% | +21.1% |
| YTD | +14.4% | +12.4% | +2.0% | +8.5% |
| 1Y | +26.9% | +26.0% | +0.9% | +15.7% |
| 3Y | +119.8% | +147.9% | -28.0% | +52.2% |
| 5Y | +70.5% | +38.8% | +31.7% | +43.5% |
| All | +70.5% | +37.2% | +33.3% | +43.5% |
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