-21.9%
PINS vs IVZ
+89.0%
-110.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.2% | -2.6% |
| 7D | -6.2% | +4.1% | -10.3% | -8.0% |
| 30D | -10.9% | -2.0% | -8.9% | -10.2% |
| 3M | -19.5% | -7.8% | -11.7% | -16.6% |
| 6M | -10.4% | +6.3% | -16.7% | -13.9% |
| YTD | -26.4% | +12.6% | -38.9% | -31.9% |
| 1Y | -29.6% | +27.6% | -57.3% | -38.9% |
| 3Y | -39.0% | +154.0% | -193.1% | -63.3% |
| 5Y | -59.1% | +37.3% | -96.4% | -67.9% |
| All | -21.9% | +89.0% | -110.9% | -48.3% |
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