+763.1%
PM vs IVZ
+205.6%
+557.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -4.9% | +0.6% | -5.5% | -5.0% |
| 30D | -3.4% | +4.0% | -7.4% | -4.3% |
| 3M | +5.2% | +18.2% | -13.0% | +0.9% |
| 6M | +3.7% | +32.8% | -29.1% | -3.4% |
| YTD | +15.8% | +28.7% | -13.0% | +8.2% |
| 1Y | +17.4% | +55.4% | -38.0% | +4.8% |
| 3Y | +116.9% | +135.2% | -18.3% | +70.1% |
| 5Y | +117.3% | +64.2% | +53.1% | +80.4% |
| 10Y | +193.8% | +64.6% | +129.1% | +121.5% |
| All | +763.1% | +205.6% | +557.6% | +404.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling