+50.7%
O vs IVZ
+65.9%
-15.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -2.9% | -2.4% | -0.5% | -2.3% |
| 30D | -4.5% | +3.0% | -7.6% | -5.3% |
| 3M | -2.6% | +14.9% | -17.5% | -6.4% |
| 6M | -5.6% | +36.7% | -42.4% | -13.6% |
| YTD | +9.3% | +25.7% | -16.4% | +1.7% |
| 1Y | +4.3% | +47.7% | -43.4% | -7.3% |
| 3Y | +27.4% | +138.8% | -111.4% | -4.3% |
| 5Y | +17.1% | +62.1% | -45.0% | -4.9% |
| All | +50.7% | +65.9% | -15.2% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling