+83.0%
PL vs IVZ
+55.9%
+27.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -2.0% |
| 7D | -9.3% | +0.6% | -9.9% | -9.9% |
| 30D | -18.9% | +4.0% | -22.9% | -21.4% |
| 3M | -58.4% | +18.2% | -76.6% | -63.1% |
| 6M | -30.3% | +32.8% | -63.1% | -43.1% |
| YTD | -8.1% | +28.7% | -36.9% | -24.2% |
| 1Y | +180.5% | +55.4% | +125.1% | +102.8% |
| 3Y | +444.1% | +135.2% | +308.9% | +197.1% |
| 5Y | +83.0% | +64.2% | +18.8% | +12.5% |
| All | +83.0% | +55.9% | +27.1% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling