-93.3%
OPEN vs IVZ
+37.3%
-130.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.0% | -7.8% |
| 7D | -21.7% | +4.1% | -25.8% | -25.7% |
| 30D | -36.5% | -2.0% | -34.5% | -34.8% |
| 3M | -59.5% | -7.8% | -51.7% | -55.2% |
| 6M | -71.9% | +6.3% | -78.2% | -74.3% |
| YTD | -75.8% | +12.6% | -88.4% | -80.2% |
| 1Y | -78.5% | +27.6% | -106.1% | -85.1% |
| 3Y | -30.2% | +154.0% | -184.2% | -81.0% |
| 5Y | -93.3% | +37.3% | -130.6% | -95.6% |
| All | -93.3% | +37.3% | -130.6% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling