-87.9%
OPEN vs IVZ
+237.5%
-325.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | -24.7% | +2.2% | -26.9% | -26.2% |
| 30D | -41.0% | -2.2% | -38.8% | -39.5% |
| 3M | -62.4% | -8.4% | -53.9% | -58.8% |
| 6M | -73.9% | +6.2% | -80.0% | -75.4% |
| YTD | -77.5% | +12.4% | -89.9% | -80.3% |
| 1Y | -83.6% | +26.0% | -109.6% | -87.2% |
| 3Y | -37.0% | +147.9% | -184.9% | -72.7% |
| 5Y | -93.3% | +38.8% | -132.1% | -95.5% |
| All | -87.9% | +237.5% | -325.3% | -92.3% |
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