+221.7%
PR vs IVZ
+27.3%
+194.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -16.4% | -2.4% | -14.0% | -15.8% |
| 30D | -1.9% | -11.2% | +9.3% | +2.3% |
| 3M | +8.0% | -14.0% | +21.9% | +13.6% |
| 6M | +4.1% | +0.5% | +3.6% | +1.2% |
| YTD | +58.7% | +5.4% | +53.3% | +48.0% |
| 1Y | +75.8% | +19.5% | +56.4% | +53.4% |
| 3Y | +73.2% | +128.7% | -55.5% | +2.4% |
| All | +221.7% | +27.3% | +194.4% | +210.9% |
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 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