+455.3%
PL vs IVZ
+122.1%
+333.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.4% | +10.4% |
| 7D | -6.8% | -2.4% | -4.4% | -5.0% |
| 30D | -29.3% | -11.2% | -18.1% | -22.0% |
| 3M | -44.8% | -14.0% | -30.8% | -37.8% |
| 6M | -68.4% | +0.5% | -68.8% | -68.6% |
| YTD | -36.4% | +5.4% | -41.8% | -40.7% |
| 1Y | +0.7% | +19.5% | -18.7% | -16.6% |
| 3Y | +455.3% | +128.7% | +326.6% | +139.9% |
| All | +455.3% | +122.1% | +333.2% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling