+108.5%
RF vs IVZ
+122.1%
-13.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -2.4% | +1.5% | +0.1% |
| 30D | +6.0% | -11.2% | +17.2% | +12.0% |
| 3M | -8.9% | -14.0% | +5.1% | -2.3% |
| 6M | +2.3% | +0.5% | +1.9% | +0.3% |
| YTD | +7.6% | +5.4% | +2.1% | +1.5% |
| 1Y | +21.2% | +19.5% | +1.7% | +6.0% |
| 3Y | +108.5% | +128.7% | -20.2% | +8.4% |
| All | +108.5% | +122.1% | -13.6% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling