+152.6%
PR vs IVZ
+38.2%
+114.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -16.4% | -2.4% | -14.0% | -15.7% |
| 30D | -1.9% | -11.2% | +9.3% | +2.9% |
| 3M | +8.0% | -14.0% | +21.9% | +14.4% |
| 6M | +4.1% | +0.5% | +3.6% | +1.1% |
| YTD | +58.7% | +5.4% | +53.3% | +47.5% |
| 1Y | +75.8% | +19.5% | +56.4% | +53.1% |
| 3Y | +73.2% | +128.7% | -55.5% | +4.9% |
| 5Y | +230.1% | +28.8% | +201.4% | +158.7% |
| 10Y | +67.4% | +52.3% | +15.1% | +36.0% |
| All | +152.6% | +38.2% | +114.4% | +106.6% |
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