+38.3%
PLD vs IVZ
+152.3%
-114.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.7% |
| 7D | +1.3% | +7.6% | -6.3% | -1.1% |
| 30D | -1.4% | +4.3% | -5.7% | -3.0% |
| 3M | -8.2% | -9.3% | +1.2% | -5.5% |
| 6M | -8.0% | +5.2% | -13.3% | -10.7% |
| YTD | +3.2% | +13.4% | -10.3% | -3.5% |
| 1Y | +7.0% | +25.4% | -18.4% | -3.9% |
| 3Y | +38.3% | +152.5% | -114.2% | -19.5% |
| All | +38.3% | +152.3% | -114.0% | -19.5% |
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