+250.9%
PM vs IVZ
+48.7%
+202.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -6.6% | +2.2% | -8.8% | -7.1% |
| 30D | -3.4% | -2.2% | -1.3% | -3.2% |
| 3M | +5.3% | -8.4% | +13.8% | +6.8% |
| 6M | +15.5% | +6.2% | +9.4% | +13.0% |
| YTD | +24.3% | +12.4% | +11.9% | +19.4% |
| 1Y | +29.7% | +26.0% | +3.7% | +21.4% |
| 3Y | +144.9% | +147.9% | -2.9% | +87.6% |
| 5Y | +159.0% | +38.8% | +120.3% | +124.4% |
| 10Y | +250.9% | +44.6% | +206.4% | +154.2% |
| All | +250.9% | +48.7% | +202.2% | +154.2% |
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