+47.6%
ON vs IVZ
+30.5%
+17.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.0% | -4.3% |
| 7D | -5.8% | +2.6% | -8.5% | -7.3% |
| 30D | -17.1% | -3.5% | -13.6% | -15.4% |
| 3M | -11.8% | -7.4% | -4.4% | -7.7% |
| 6M | -30.2% | +14.7% | -44.9% | -34.0% |
| YTD | +31.6% | +14.6% | +16.9% | +20.8% |
| 1Y | +47.6% | +30.7% | +16.9% | +26.5% |
| All | +47.6% | +30.5% | +17.0% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling