+31.1%
OMC vs IVZ
+65.9%
-34.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.0% |
| 7D | -4.4% | -2.4% | -2.0% | -3.5% |
| 30D | -7.6% | +3.0% | -10.6% | -8.6% |
| 3M | +4.5% | +14.9% | -10.3% | -1.1% |
| 6M | -0.3% | +36.7% | -37.0% | -12.1% |
| YTD | -0.1% | +25.7% | -25.8% | -9.5% |
| 1Y | +4.6% | +47.7% | -43.1% | -11.2% |
| 3Y | +10.5% | +138.8% | -128.4% | -24.9% |
| 5Y | +31.7% | +62.1% | -30.4% | +0.6% |
| All | +31.1% | +65.9% | -34.8% | -15.6% |
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