-70.8%
OPEN vs IVZ
+286.6%
-357.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.4% |
| 7D | -4.3% | +0.6% | -4.9% | -4.9% |
| 30D | -16.2% | +4.0% | -20.2% | -19.4% |
| 3M | -36.4% | +18.2% | -54.5% | -46.1% |
| 6M | -35.5% | +32.8% | -68.3% | -52.0% |
| YTD | -46.0% | +28.7% | -74.7% | -58.8% |
| 1Y | -47.1% | +55.4% | -102.5% | -66.3% |
| 3Y | -19.0% | +135.2% | -154.2% | -63.6% |
| 5Y | -83.6% | +64.2% | -147.8% | -90.6% |
| All | -70.8% | +286.6% | -357.4% | -83.8% |
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