+11.3%
O vs IVZ
+30.5%
-19.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +3.0% |
| 7D | +5.8% | +2.6% | +3.2% | +5.8% |
| 30D | +10.7% | -3.5% | +14.1% | +10.6% |
| 3M | -4.5% | -7.4% | +2.9% | -4.6% |
| 6M | -4.1% | +14.7% | -18.8% | -4.0% |
| YTD | +9.8% | +14.6% | -4.8% | +9.3% |
| 1Y | +11.3% | +30.7% | -19.4% | +10.8% |
| All | +11.3% | +30.5% | -19.2% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling