+168.1%
PM vs IVZ
+27.3%
+140.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.2% | -2.4% | -2.8% | -5.0% |
| 30D | +2.7% | -11.2% | +13.9% | +3.8% |
| 3M | +6.1% | -14.0% | +20.1% | +7.6% |
| 6M | +18.0% | +0.5% | +17.5% | +17.3% |
| YTD | +26.6% | +5.4% | +21.1% | +24.8% |
| 1Y | +36.7% | +19.5% | +17.2% | +32.6% |
| 3Y | +146.0% | +128.7% | +17.3% | +108.0% |
| All | +168.1% | +27.3% | +140.8% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling