+261.5%
RF vs IVZ
+55.7%
+205.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.8% | -4.6% | -1.8% |
| 7D | -0.1% | +4.1% | -4.2% | -2.9% |
| 30D | +7.0% | -2.0% | +9.1% | +7.7% |
| 3M | -7.0% | -7.8% | +0.8% | -3.2% |
| 6M | +6.8% | +6.3% | +0.5% | +0.8% |
| YTD | +9.9% | +12.6% | -2.6% | -1.3% |
| 1Y | +21.1% | +27.6% | -6.5% | +0.3% |
| 3Y | +119.6% | +154.0% | -34.4% | +13.9% |
| 5Y | +46.2% | +37.3% | +8.9% | +7.6% |
| 10Y | +261.5% | +50.5% | +211.0% | +107.2% |
| All | +261.5% | +55.7% | +205.8% | +107.2% |
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