+715.0%
P vs IVZ
+61.1%
+653.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.7% |
| 7D | +7.8% | +1.1% | +6.8% | +7.3% |
| 30D | +12.3% | +3.1% | +9.2% | +10.7% |
| 3M | +37.1% | +18.2% | +18.9% | +26.6% |
| 6M | +66.1% | +38.6% | +27.5% | +41.7% |
| YTD | +50.9% | +25.9% | +25.0% | +34.5% |
| 1Y | +27.2% | +51.7% | -24.5% | +3.7% |
| 3Y | +158.7% | +138.7% | +20.0% | +67.8% |
| 5Y | +291.1% | +62.8% | +228.3% | +189.4% |
| 10Y | +715.0% | +60.9% | +654.1% | +442.1% |
| All | +715.0% | +61.1% | +653.9% | +442.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling