+272.2%
PLD vs IVZ
+44.4%
+227.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -1.0% | -2.8% | +1.7% | -0.2% |
| 30D | -1.8% | -2.2% | +0.3% | -1.4% |
| 3M | -6.0% | -8.1% | +2.0% | -3.8% |
| 6M | -8.4% | +3.8% | -12.1% | -10.5% |
| YTD | +4.2% | +11.5% | -7.2% | -1.3% |
| 1Y | +6.2% | +23.7% | -17.5% | -3.2% |
| 3Y | +37.0% | +145.8% | -108.8% | -3.4% |
| 5Y | +1.2% | +36.1% | -34.9% | -16.3% |
| 10Y | +272.2% | +42.4% | +229.7% | +141.6% |
| All | +272.2% | +44.4% | +227.8% | +141.6% |
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