+2,327.9%
NDAQ vs IVZ
+338.6%
+1,989.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.3% |
| 7D | -2.4% | +0.6% | -3.1% | -2.7% |
| 30D | +2.5% | +4.0% | -1.5% | +0.8% |
| 3M | +9.9% | +18.2% | -8.3% | +2.4% |
| 6M | +9.4% | +32.8% | -23.4% | -3.3% |
| YTD | +0.4% | +28.7% | -28.3% | -10.4% |
| 1Y | +4.0% | +55.4% | -51.3% | -14.1% |
| 3Y | +94.4% | +135.2% | -40.8% | +30.4% |
| 5Y | +56.7% | +64.2% | -7.5% | +16.6% |
| 10Y | +375.3% | +64.6% | +310.7% | +206.4% |
| All | +2,327.9% | +338.6% | +1,989.3% | +936.2% |
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