+207.2%
ON vs IVZ
+119.7%
+87.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | +17.0% | +5.1% | +11.9% | +13.9% |
| 30D | -3.9% | -1.6% | -2.3% | -2.7% |
| 3M | -11.5% | -9.1% | -2.4% | -6.2% |
| 6M | -29.2% | +1.8% | -31.0% | -29.6% |
| YTD | +36.2% | +10.8% | +25.3% | +28.1% |
| 1Y | +49.6% | +19.1% | +30.5% | +34.8% |
| 3Y | +9.4% | +144.4% | -135.0% | -34.6% |
| 5Y | +25.8% | +33.6% | -7.7% | +4.6% |
| 10Y | +557.1% | +41.7% | +515.5% | +383.1% |
| All | +207.2% | +119.7% | +87.5% | +27.7% |
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