-86.9%
OPEN vs IVZ
+237.9%
-324.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.0% | -6.0% |
| 7D | -21.7% | +4.1% | -25.8% | -24.7% |
| 30D | -36.5% | -2.0% | -34.5% | -35.0% |
| 3M | -59.5% | -7.8% | -51.7% | -56.0% |
| 6M | -71.9% | +6.3% | -78.2% | -73.5% |
| YTD | -75.8% | +12.6% | -88.4% | -78.9% |
| 1Y | -78.5% | +27.6% | -106.1% | -83.4% |
| 3Y | -30.2% | +154.0% | -184.2% | -70.4% |
| 5Y | -93.3% | +37.3% | -130.6% | -95.5% |
| All | -86.9% | +237.9% | -324.9% | -91.7% |
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