+2,627.5%
NDAQ vs IVZ
+286.5%
+2,341.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -1.1% |
| 7D | +1.3% | +7.6% | -6.3% | -1.7% |
| 30D | +18.0% | +4.3% | +13.6% | +15.6% |
| 3M | +11.5% | -9.3% | +20.9% | +15.3% |
| 6M | +21.1% | +5.2% | +15.8% | +17.4% |
| YTD | +12.8% | +13.4% | -0.6% | +5.4% |
| 1Y | +25.7% | +25.4% | +0.3% | +12.7% |
| 3Y | +116.8% | +152.5% | -35.7% | +41.0% |
| 5Y | +67.3% | +36.7% | +30.6% | +34.1% |
| 10Y | +473.3% | +45.0% | +428.3% | +287.9% |
| All | +2,627.5% | +286.5% | +2,341.0% | +1,118.1% |
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