+211.8%
PM vs IVZ
+60.3%
+151.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -1.2% | +1.2% | -2.4% | -1.5% |
| 30D | -0.2% | +1.8% | -1.9% | -0.6% |
| 3M | +4.9% | +15.7% | -10.8% | +1.3% |
| 6M | +9.0% | +36.3% | -27.3% | +1.4% |
| YTD | +17.8% | +24.9% | -7.2% | +11.2% |
| 1Y | +16.8% | +48.9% | -32.1% | +5.7% |
| 3Y | +125.4% | +136.8% | -11.4% | +76.8% |
| 5Y | +128.7% | +60.0% | +68.7% | +92.2% |
| 10Y | +211.8% | +63.4% | +148.5% | +125.6% |
| All | +211.8% | +60.3% | +151.5% | +125.6% |
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