+629.3%
ON vs IVZ
+65.9%
+563.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +7.8% |
| 7D | +2.4% | -2.4% | +4.8% | +4.1% |
| 30D | -8.6% | +3.0% | -11.6% | -10.4% |
| 3M | -34.3% | +14.9% | -49.2% | -40.1% |
| 6M | +28.5% | +36.7% | -8.2% | +4.5% |
| YTD | +40.6% | +25.7% | +14.9% | +19.7% |
| 1Y | +55.3% | +47.7% | +7.6% | +18.5% |
| 3Y | -22.2% | +138.8% | -161.0% | -57.9% |
| 5Y | +62.4% | +62.1% | +0.3% | +10.9% |
| All | +629.3% | +65.9% | +563.4% | +359.6% |
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