+336.8%
ROIV vs IVZ
+152.3%
+184.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.9% |
| 7D | +1.7% | +7.6% | -5.9% | -0.7% |
| 30D | +17.6% | +4.3% | +13.2% | +16.0% |
| 3M | +9.0% | -9.3% | +18.3% | +12.0% |
| 6M | +35.3% | +5.2% | +30.0% | +31.7% |
| YTD | +82.2% | +13.4% | +68.7% | +71.7% |
| 1Y | +92.3% | +25.4% | +66.9% | +74.9% |
| 3Y | +336.8% | +152.5% | +184.3% | +170.7% |
| All | +336.8% | +152.3% | +184.5% | +170.7% |
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 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