+707.9%
P vs IVZ
+55.7%
+652.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.8% | -0.5% | +3.1% |
| 7D | -9.6% | +4.1% | -13.7% | -11.0% |
| 30D | -33.4% | -2.0% | -31.4% | -32.4% |
| 3M | +14.2% | -7.8% | +22.0% | +19.2% |
| 6M | +31.6% | +6.3% | +25.3% | +28.1% |
| YTD | +53.5% | +12.6% | +40.9% | +44.9% |
| 1Y | +14.2% | +27.6% | -13.5% | +1.5% |
| 3Y | +190.5% | +154.0% | +36.5% | +85.4% |
| 5Y | +256.3% | +37.3% | +219.0% | +187.7% |
| 10Y | +707.9% | +50.5% | +657.3% | +465.1% |
| All | +707.9% | +55.7% | +652.2% | +465.1% |
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 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