+240.3%
PLD vs IVZ
+61.1%
+179.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.5% |
| 7D | -0.9% | +1.1% | -2.0% | -1.2% |
| 30D | -1.2% | +3.1% | -4.3% | -2.3% |
| 3M | -2.3% | +18.2% | -20.5% | -8.0% |
| 6M | +4.5% | +38.6% | -34.1% | -7.0% |
| YTD | +10.1% | +25.9% | -15.8% | +0.6% |
| 1Y | +25.9% | +51.7% | -25.8% | +7.6% |
| 3Y | +24.4% | +138.7% | -114.2% | -10.8% |
| 5Y | +15.5% | +62.8% | -47.3% | -9.7% |
| 10Y | +240.3% | +60.9% | +179.4% | +120.4% |
| All | +240.3% | +61.1% | +179.2% | +120.4% |
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 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