+64.8%
PR vs IVZ
+55.7%
+9.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.8% | -4.2% |
| 7D | -12.4% | +4.1% | -16.5% | -14.4% |
| 30D | -6.6% | -2.0% | -4.5% | -6.4% |
| 3M | +7.5% | -7.8% | +15.3% | +10.3% |
| 6M | +10.8% | +6.3% | +4.5% | +4.5% |
| YTD | +57.0% | +12.6% | +44.5% | +40.8% |
| 1Y | +67.9% | +27.6% | +40.3% | +40.6% |
| 3Y | +87.6% | +154.0% | -66.4% | +5.1% |
| 5Y | +220.4% | +37.3% | +183.1% | +140.5% |
| 10Y | +64.8% | +50.5% | +14.3% | +44.7% |
| All | +64.8% | +55.7% | +9.2% | +44.7% |
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