+2,666.5%
NDAQ vs IVZ
+282.9%
+2,383.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +2.9% | +2.2% | +0.7% | +1.8% |
| 30D | +17.5% | -2.2% | +19.6% | +18.1% |
| 3M | +15.4% | -8.4% | +23.9% | +18.9% |
| 6M | +24.6% | +6.2% | +18.4% | +20.4% |
| YTD | +14.4% | +12.4% | +2.0% | +7.3% |
| 1Y | +26.9% | +26.0% | +0.9% | +13.6% |
| 3Y | +119.8% | +147.9% | -28.0% | +44.0% |
| 5Y | +70.5% | +38.8% | +31.7% | +35.9% |
| 10Y | +475.8% | +44.6% | +431.2% | +290.0% |
| All | +2,666.5% | +282.9% | +2,383.6% | +1,140.2% |
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