+485.4%
P vs IVZ
+66.0%
+419.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +6.5% | +0.6% | +5.9% | +6.3% |
| 30D | +18.8% | +4.0% | +14.8% | +16.6% |
| 3M | +26.7% | +18.2% | +8.6% | +17.3% |
| 6M | +62.2% | +32.8% | +29.4% | +41.2% |
| YTD | +48.5% | +28.7% | +19.8% | +31.1% |
| 1Y | +26.4% | +55.4% | -29.0% | +2.1% |
| 3Y | +159.4% | +135.2% | +24.2% | +69.8% |
| 5Y | +275.8% | +64.2% | +211.6% | +177.8% |
| 10Y | +732.0% | +64.6% | +667.4% | +451.8% |
| All | +485.4% | +66.0% | +419.4% | +267.6% |
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