-17.5%
PINS vs IVZ
+111.4%
-128.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.2% |
| 7D | -5.2% | +1.1% | -6.3% | -5.8% |
| 30D | -14.9% | +3.1% | -18.0% | -16.2% |
| 3M | -8.4% | +18.2% | -26.6% | -16.0% |
| 6M | +0.6% | +38.6% | -38.0% | -14.9% |
| YTD | -22.2% | +25.9% | -48.1% | -31.6% |
| 1Y | -46.9% | +51.7% | -98.6% | -57.5% |
| 3Y | -26.9% | +138.7% | -165.6% | -54.6% |
| 5Y | -63.0% | +62.8% | -125.8% | -73.0% |
| All | -17.5% | +111.4% | -128.9% | -48.0% |
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 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