+557.6%
PL vs IVZ
+150.9%
+406.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +5.6% | +2.2% | +3.5% | +4.0% |
| 30D | -16.9% | -2.2% | -14.8% | -15.1% |
| 3M | -38.2% | -8.4% | -29.8% | -33.7% |
| 6M | -63.4% | +6.2% | -69.6% | -65.3% |
| YTD | -27.6% | +12.4% | -40.0% | -35.8% |
| 1Y | +6.6% | +26.0% | -19.4% | -15.1% |
| 3Y | +557.6% | +147.9% | +409.7% | +167.4% |
| All | +557.6% | +150.9% | +406.7% | +167.4% |
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 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