-9.1%
T vs IVZ
+56.4%
-65.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.9% |
| 7D | -1.3% | +0.6% | -1.9% | -1.2% |
| 30D | +11.4% | +4.0% | +7.4% | +11.5% |
| 3M | +14.3% | +18.2% | -3.9% | +15.3% |
| 6M | -9.3% | +32.8% | -42.1% | -7.5% |
| YTD | +7.1% | +28.7% | -21.6% | +8.8% |
| 1Y | -9.1% | +55.4% | -64.5% | -9.6% |
| All | -9.1% | +56.4% | -65.5% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling