-89.0%
OPEN vs IVZ
+240.6%
-329.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -6.0% |
| 7D | -15.0% | +7.6% | -22.6% | -21.3% |
| 30D | -40.2% | +4.3% | -44.5% | -42.6% |
| 3M | -67.4% | -9.3% | -58.0% | -64.0% |
| 6M | -74.0% | +5.2% | -79.3% | -75.3% |
| YTD | -79.6% | +13.4% | -93.0% | -82.3% |
| 1Y | -86.1% | +25.4% | -111.5% | -89.1% |
| 3Y | -41.4% | +152.5% | -193.9% | -75.1% |
| 5Y | -94.9% | +36.7% | -131.6% | -96.6% |
| All | -89.0% | +240.6% | -329.6% | -93.0% |
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 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