-72.2%
OPEN vs IVZ
+275.1%
-347.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.5% |
| 7D | -2.9% | +1.2% | -4.1% | -4.0% |
| 30D | -13.8% | +1.8% | -15.6% | -15.4% |
| 3M | -30.9% | +15.7% | -46.6% | -40.3% |
| 6M | -40.9% | +36.3% | -77.3% | -57.1% |
| YTD | -48.5% | +24.9% | -73.5% | -59.6% |
| 1Y | -50.9% | +48.9% | -99.8% | -67.3% |
| 3Y | -20.6% | +136.8% | -157.4% | -64.4% |
| 5Y | -84.2% | +60.0% | -144.1% | -90.6% |
| All | -72.2% | +275.1% | -347.3% | -84.1% |
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 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