+44.8%
PL vs IVZ
+35.0%
+9.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.1% |
| 7D | +13.4% | -2.8% | +16.1% | +16.2% |
| 30D | -10.2% | -2.2% | -8.0% | -8.4% |
| 3M | -39.5% | -8.1% | -31.4% | -35.8% |
| 6M | -65.7% | +3.8% | -69.5% | -66.6% |
| YTD | -27.3% | +11.5% | -38.7% | -33.5% |
| 1Y | +15.0% | +23.7% | -8.7% | -2.5% |
| 3Y | +560.8% | +145.8% | +415.0% | +260.7% |
| 5Y | +38.4% | +36.1% | +2.3% | -5.5% |
| All | +44.8% | +35.0% | +9.8% | -1.3% |
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