+35,283.4%
ORLY vs IVZ
+1,075.8%
+34,207.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -2.1% | -2.4% | +0.2% | -1.6% |
| 30D | -7.6% | +2.5% | -10.1% | -8.2% |
| 3M | -5.5% | +17.1% | -22.5% | -9.4% |
| 6M | -9.7% | +35.1% | -44.9% | -16.6% |
| YTD | -6.2% | +24.3% | -30.6% | -12.0% |
| 1Y | -18.6% | +48.7% | -67.3% | -27.1% |
| 3Y | +33.8% | +135.6% | -101.8% | +3.8% |
| 5Y | +116.5% | +60.3% | +56.2% | +78.7% |
| 10Y | +361.0% | +62.5% | +298.5% | +247.9% |
| All | +35,283.4% | +1,075.8% | +34,207.6% | +15,905.2% |
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