+143.4%
PEG vs IVZ
+65.9%
+77.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -0.9% | -2.4% | +1.5% | -0.4% |
| 30D | -3.7% | +3.0% | -6.7% | -4.4% |
| 3M | -7.3% | +14.9% | -22.1% | -10.3% |
| 6M | -10.5% | +36.7% | -47.2% | -16.9% |
| YTD | -7.5% | +25.7% | -33.2% | -13.0% |
| 1Y | -8.7% | +47.7% | -56.4% | -17.4% |
| 3Y | +31.4% | +138.8% | -107.5% | +3.6% |
| 5Y | +37.8% | +62.1% | -24.3% | +15.4% |
| All | +143.4% | +65.9% | +77.5% | +63.4% |
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