+186.4%
PAAS vs IVZ
+55.7%
+130.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +1.5% |
| 7D | +8.8% | +4.1% | +4.7% | +7.9% |
| 30D | -8.5% | -2.0% | -6.4% | -8.0% |
| 3M | -17.0% | -7.8% | -9.2% | -15.7% |
| 6M | -27.9% | +6.3% | -34.2% | -28.7% |
| YTD | -17.5% | +12.6% | -30.0% | -19.5% |
| 1Y | +22.8% | +27.6% | -4.8% | +17.2% |
| 3Y | +224.2% | +154.0% | +70.2% | +172.1% |
| 5Y | +73.6% | +37.3% | +36.3% | +54.9% |
| 10Y | +186.4% | +50.5% | +135.8% | +142.7% |
| All | +186.4% | +55.7% | +130.7% | +142.7% |
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