-81.2%
PATH vs IVZ
+32.8%
-114.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.3% | -2.4% | -2.9% | -4.0% |
| 30D | -0.5% | -11.2% | +10.7% | +6.7% |
| 3M | -7.1% | -14.0% | +6.8% | +1.5% |
| 6M | +23.8% | +0.5% | +23.4% | +20.5% |
| YTD | -20.7% | +5.4% | -26.1% | -26.6% |
| 1Y | -8.1% | +19.5% | -27.5% | -21.7% |
| 3Y | -21.8% | +128.7% | -150.5% | -59.6% |
| 5Y | -76.8% | +28.8% | -105.6% | -84.3% |
| All | -81.2% | +32.8% | -114.0% | -86.9% |
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