+124.3%
PM vs IVZ
+140.4%
-16.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.2% |
| 7D | -1.3% | +1.1% | -2.4% | -1.3% |
| 30D | -2.6% | +3.1% | -5.6% | -2.6% |
| 3M | +5.8% | +18.2% | -12.4% | +5.3% |
| 6M | +10.6% | +38.6% | -28.1% | +9.3% |
| YTD | +17.2% | +25.9% | -8.7% | +16.2% |
| 1Y | +17.6% | +51.7% | -34.0% | +15.8% |
| 3Y | +124.3% | +138.7% | -14.4% | +112.0% |
| All | +124.3% | +140.4% | -16.1% | +112.0% |
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