+661.6%
PAAS vs IVZ
+897.2%
-235.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.4% | -2.4% | +10.8% | +8.9% |
| 30D | -7.2% | -11.2% | +4.0% | -5.2% |
| 3M | -14.0% | -14.0% | 0.0% | -11.8% |
| 6M | -26.8% | +0.5% | -27.2% | -26.7% |
| YTD | -19.8% | +5.4% | -25.2% | -20.6% |
| 1Y | +22.8% | +19.5% | +3.4% | +19.2% |
| 3Y | +183.6% | +128.7% | +54.9% | +144.3% |
| 5Y | +73.8% | +28.8% | +45.1% | +61.7% |
| 10Y | +185.6% | +52.3% | +133.3% | +143.4% |
| All | +661.6% | +897.2% | -235.6% | +305.4% |
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 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