+3,695.8%
O vs IVZ
+1,117.8%
+2,578.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -0.7% | +0.6% | -1.4% | -0.9% |
| 30D | -1.9% | +4.0% | -5.9% | -3.0% |
| 3M | +3.8% | +18.2% | -14.3% | -1.3% |
| 6M | -4.7% | +32.8% | -37.6% | -12.7% |
| YTD | +12.5% | +28.7% | -16.3% | +3.4% |
| 1Y | +10.8% | +55.4% | -44.5% | -3.5% |
| 3Y | +28.8% | +135.2% | -106.4% | -3.4% |
| 5Y | +13.2% | +64.2% | -51.0% | -9.3% |
| 10Y | +53.5% | +64.6% | -11.2% | +11.7% |
| All | +3,695.8% | +1,117.8% | +2,578.0% | +1,761.7% |
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