+56.9%
ON vs IVZ
+61.5%
-4.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.4% |
| 7D | -1.9% | +1.2% | -3.0% | -2.7% |
| 30D | -11.0% | +1.8% | -12.8% | -12.2% |
| 3M | -39.3% | +15.7% | -55.1% | -45.5% |
| 6M | +19.8% | +36.3% | -16.5% | -4.8% |
| YTD | +31.1% | +24.9% | +6.1% | +9.7% |
| 1Y | +46.0% | +48.9% | -3.0% | +6.6% |
| 3Y | -27.5% | +136.8% | -164.3% | -64.7% |
| 5Y | +56.9% | +60.0% | -3.1% | -0.1% |
| All | +56.9% | +61.5% | -4.6% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling