+227.5%
PAAS vs IVZ
+61.6%
+166.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | +2.0% | +1.1% | +0.9% | +1.8% |
| 30D | -0.1% | +3.1% | -3.2% | -0.8% |
| 3M | +8.2% | +18.2% | -9.9% | +4.5% |
| 6M | -13.8% | +38.6% | -52.4% | -19.2% |
| YTD | -0.6% | +25.9% | -26.5% | -5.3% |
| 1Y | +44.0% | +51.7% | -7.7% | +32.7% |
| 3Y | +246.6% | +138.7% | +107.9% | +190.6% |
| 5Y | +116.1% | +62.8% | +53.3% | +87.0% |
| All | +227.5% | +61.6% | +166.0% | +161.4% |
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