+2,239.1%
OMC vs IVZ
+973.1%
+1,266.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +0.6% |
| 7D | +1.9% | +7.6% | -5.7% | -0.4% |
| 30D | +12.2% | +4.3% | +7.9% | +10.5% |
| 3M | +0.6% | -9.3% | +9.9% | +3.3% |
| 6M | +21.0% | +5.2% | +15.8% | +18.1% |
| YTD | +12.4% | +13.4% | -1.1% | +6.6% |
| 1Y | +25.4% | +25.4% | 0.0% | +15.2% |
| 3Y | +29.2% | +152.5% | -123.3% | -7.0% |
| 5Y | +52.6% | +36.7% | +15.9% | +29.5% |
| 10Y | +53.6% | +45.0% | +8.7% | +17.8% |
| All | +2,239.1% | +973.1% | +1,266.0% | +773.8% |
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 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