+84.5%
PR vs IVZ
+43.7%
+40.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.1% |
| 7D | +6.0% | +7.6% | -1.6% | +2.2% |
| 30D | -4.2% | +4.3% | -8.5% | -6.8% |
| 3M | +10.0% | -9.3% | +19.3% | +13.8% |
| 6M | +15.6% | +5.2% | +10.4% | +9.5% |
| YTD | +68.2% | +13.4% | +54.7% | +50.2% |
| 1Y | +79.2% | +25.4% | +53.8% | +51.5% |
| 3Y | +94.9% | +152.5% | -57.6% | +9.3% |
| 5Y | +272.8% | +36.7% | +236.1% | +180.2% |
| All | +84.5% | +43.7% | +40.8% | +58.7% |
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