+1,248.2%
PANW vs IVZ
+65.9%
+1,182.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | -0.8% | -2.4% | +1.6% | -0.1% |
| 30D | -14.6% | +3.0% | -17.6% | -15.2% |
| 3M | +18.3% | +14.9% | +3.4% | +13.7% |
| 6M | +100.5% | +36.7% | +63.7% | +83.4% |
| YTD | +79.5% | +25.7% | +53.8% | +67.3% |
| 1Y | +66.7% | +47.7% | +19.0% | +48.3% |
| 3Y | +161.2% | +138.8% | +22.4% | +97.9% |
| 5Y | +322.2% | +62.1% | +260.1% | +245.1% |
| All | +1,248.2% | +65.9% | +1,182.3% | +970.0% |
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