-27.4%
ON vs IVZ
+140.4%
-167.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.0% |
| 7D | -2.2% | +1.1% | -3.3% | -2.8% |
| 30D | -12.4% | +3.1% | -15.5% | -14.2% |
| 3M | -41.2% | +18.2% | -59.4% | -47.3% |
| 6M | +25.0% | +38.6% | -13.6% | +0.8% |
| YTD | +31.3% | +25.9% | +5.4% | +11.4% |
| 1Y | +45.4% | +51.7% | -6.3% | +8.3% |
| 3Y | -27.4% | +138.7% | -166.1% | -63.0% |
| All | -27.4% | +140.4% | -167.8% | -63.0% |
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