+9.5%
OMC vs IVZ
+133.3%
-123.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -4.2% | +1.2% | -5.4% | -4.6% |
| 30D | -7.5% | +1.8% | -9.3% | -8.0% |
| 3M | +4.6% | +15.7% | -11.1% | -0.2% |
| 6M | -4.8% | +36.3% | -41.2% | -14.0% |
| YTD | -1.0% | +24.9% | -26.0% | -8.3% |
| 1Y | +3.8% | +48.9% | -45.1% | -9.2% |
| All | +9.5% | +133.3% | -123.9% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling