-78.0%
PATH vs IVZ
+62.2%
-140.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.7% | -17.3% |
| 7D | -16.3% | +0.6% | -16.9% | -16.8% |
| 30D | +9.9% | +4.0% | +5.9% | +7.1% |
| 3M | +30.2% | +18.2% | +12.0% | +15.7% |
| 6M | +37.2% | +32.8% | +4.4% | +11.3% |
| YTD | -7.3% | +28.7% | -36.1% | -23.9% |
| 1Y | +40.0% | +55.4% | -15.4% | +1.4% |
| 3Y | -4.4% | +135.2% | -139.6% | -50.5% |
| 5Y | -76.0% | +64.2% | -140.2% | -85.6% |
| All | -78.0% | +62.2% | -140.2% | -86.4% |
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 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