+209.9%
ON vs IVZ
+155.2%
+54.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | -3.3% | +4.0% | -7.3% | -5.5% |
| 3M | -43.6% | +18.2% | -61.8% | -48.5% |
| 6M | +19.0% | +32.8% | -13.9% | +1.4% |
| YTD | +37.4% | +28.7% | +8.6% | +18.3% |
| 1Y | +54.8% | +55.4% | -0.6% | +19.7% |
| 3Y | -25.2% | +135.2% | -160.4% | -54.8% |
| 5Y | +62.7% | +64.2% | -1.5% | +19.7% |
| 10Y | +574.3% | +64.6% | +509.7% | +352.3% |
| All | +209.9% | +155.2% | +54.7% | +17.9% |
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