+634.6%
P vs IVZ
+43.7%
+591.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -3.0% |
| 7D | +11.6% | +7.6% | +4.0% | +7.8% |
| 30D | -23.7% | +4.3% | -28.0% | -24.9% |
| 3M | -8.0% | -9.3% | +1.4% | -3.3% |
| 6M | +27.9% | +5.2% | +22.7% | +25.0% |
| YTD | +61.2% | +13.4% | +47.7% | +51.5% |
| 1Y | +28.6% | +25.4% | +3.2% | +15.2% |
| 3Y | +200.5% | +152.5% | +48.0% | +92.5% |
| 5Y | +282.9% | +36.7% | +246.2% | +209.8% |
| All | +634.6% | +43.7% | +591.0% | +422.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling