+116.1%
PAAS vs IVZ
+63.4%
+52.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | +2.0% | +1.1% | +0.9% | +1.6% |
| 30D | -0.1% | +3.1% | -3.2% | -1.3% |
| 3M | +8.2% | +18.2% | -9.9% | +2.0% |
| 6M | -13.8% | +38.6% | -52.4% | -22.7% |
| YTD | -0.6% | +25.9% | -26.5% | -8.5% |
| 1Y | +44.0% | +51.7% | -7.7% | +25.1% |
| 3Y | +246.6% | +138.7% | +107.9% | +153.2% |
| 5Y | +116.1% | +62.8% | +53.3% | +62.5% |
| All | +116.1% | +63.4% | +52.7% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling