+469.1%
P vs IVZ
+35.9%
+433.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -23.8% | -2.4% | -21.4% | -22.6% |
| 30D | -36.6% | -11.2% | -25.4% | -32.7% |
| 3M | +10.9% | -14.0% | +24.9% | +19.5% |
| 6M | +30.0% | +0.5% | +29.5% | +29.9% |
| YTD | +44.4% | +5.4% | +39.0% | +40.6% |
| 1Y | +3.9% | +19.5% | -15.5% | -4.7% |
| 3Y | +176.6% | +128.7% | +47.9% | +85.6% |
| 5Y | +249.3% | +28.8% | +220.5% | +191.2% |
| 10Y | +726.9% | +52.3% | +674.6% | +475.8% |
| All | +469.1% | +35.9% | +433.2% | +294.1% |
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 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