+53.8%
NDAQ vs IVZ
+63.4%
-9.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.2% |
| 7D | -2.6% | +1.1% | -3.7% | -2.9% |
| 30D | +0.5% | +3.1% | -2.6% | -0.5% |
| 3M | +9.9% | +18.2% | -8.3% | +3.7% |
| 6M | +8.2% | +38.6% | -30.4% | -3.5% |
| YTD | -1.5% | +25.9% | -27.4% | -9.5% |
| 1Y | +1.3% | +51.7% | -50.4% | -12.6% |
| 3Y | +92.6% | +138.7% | -46.1% | +37.5% |
| 5Y | +53.8% | +62.8% | -9.0% | +18.5% |
| All | +53.8% | +63.4% | -9.6% | +18.5% |
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