+272.5%
PM vs IVZ
+43.7%
+228.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.7% |
| 7D | +0.5% | +7.6% | -7.1% | -1.0% |
| 30D | -3.2% | +4.3% | -7.6% | -4.2% |
| 3M | +6.2% | -9.3% | +15.6% | +7.9% |
| 6M | +7.7% | +5.2% | +2.4% | +5.5% |
| YTD | +27.3% | +13.4% | +13.8% | +22.1% |
| 1Y | +32.8% | +25.4% | +7.4% | +24.4% |
| 3Y | +150.0% | +152.5% | -2.5% | +90.6% |
| 5Y | +164.2% | +36.7% | +127.5% | +130.0% |
| All | +272.5% | +43.7% | +228.8% | +167.7% |
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