+17.5%
P vs IVZ
+30.5%
-13.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.2% | -9.2% | -7.2% |
| 7D | -19.4% | +2.6% | -22.0% | -20.5% |
| 30D | -22.3% | -3.5% | -18.8% | -20.8% |
| 3M | +33.2% | -7.4% | +40.6% | +38.6% |
| 6M | +53.6% | +14.7% | +38.9% | +43.0% |
| YTD | +66.8% | +14.6% | +52.2% | +54.4% |
| 1Y | +17.5% | +30.7% | -13.2% | +3.3% |
| All | +17.5% | +30.5% | -13.0% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling