-80.4%
PATH vs IVZ
+44.4%
-124.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +0.3% |
| 7D | -4.8% | +2.6% | -7.4% | -6.5% |
| 30D | +2.7% | -3.5% | +6.1% | +4.7% |
| 3M | -4.2% | -7.4% | +3.2% | +0.1% |
| 6M | +24.7% | +14.7% | +10.0% | +11.7% |
| YTD | -17.6% | +14.6% | -32.2% | -27.4% |
| 1Y | -5.3% | +30.7% | -36.0% | -23.7% |
| 3Y | -22.0% | +141.8% | -163.8% | -60.9% |
| 5Y | -76.5% | +40.2% | -116.8% | -84.9% |
| All | -80.4% | +44.4% | -124.8% | -87.0% |
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 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