-80.8%
PATH vs IVZ
+42.9%
-123.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -0.2% |
| 7D | +2.1% | +7.6% | -5.5% | -2.7% |
| 30D | +1.6% | +4.3% | -2.7% | -1.5% |
| 3M | -20.4% | -9.3% | -11.1% | -16.1% |
| 6M | +40.1% | +5.2% | +34.9% | +32.6% |
| YTD | -19.0% | +13.4% | -32.5% | -28.5% |
| 1Y | -5.8% | +25.4% | -31.2% | -22.1% |
| 3Y | -22.9% | +152.5% | -175.4% | -62.7% |
| 5Y | -75.3% | +36.7% | -112.0% | -84.1% |
| All | -80.8% | +42.9% | -123.7% | -87.2% |
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