-81.2%
PATH vs IVZ
+41.8%
-123.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -6.9% | -4.3% |
| 7D | -2.7% | +4.1% | -6.8% | -5.5% |
| 30D | -3.7% | -2.0% | -1.7% | -3.0% |
| 3M | -13.8% | -7.8% | -5.9% | -9.9% |
| 6M | +20.3% | +6.3% | +14.0% | +13.0% |
| YTD | -20.8% | +12.6% | -33.4% | -29.7% |
| 1Y | -9.2% | +27.6% | -36.9% | -26.0% |
| 3Y | -21.8% | +154.0% | -175.8% | -62.4% |
| 5Y | -77.4% | +37.3% | -114.7% | -85.4% |
| All | -81.2% | +41.8% | -123.0% | -87.4% |
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