+843.8%
PM vs IVZ
+150.2%
+693.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.2% | -2.4% | -2.8% | -4.7% |
| 30D | +2.7% | -11.2% | +13.9% | +5.2% |
| 3M | +6.1% | -14.0% | +20.1% | +9.3% |
| 6M | +18.0% | +0.5% | +17.5% | +16.7% |
| YTD | +26.6% | +5.4% | +21.1% | +23.2% |
| 1Y | +36.7% | +19.5% | +17.2% | +29.2% |
| 3Y | +146.0% | +128.7% | +17.3% | +93.0% |
| 5Y | +164.1% | +28.8% | +135.3% | +131.4% |
| 10Y | +238.8% | +52.3% | +186.5% | +158.9% |
| All | +843.8% | +150.2% | +693.5% | +474.9% |
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