-22.7%
U vs IVZ
+234.5%
-257.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.9% | +3.4% |
| 7D | +2.6% | +7.6% | -5.0% | -3.4% |
| 30D | +27.6% | +4.3% | +23.2% | +21.6% |
| 3M | +15.3% | -9.3% | +24.7% | +22.8% |
| 6M | +96.4% | +5.2% | +91.1% | +83.0% |
| YTD | +19.6% | +13.4% | +6.1% | +5.0% |
| 1Y | +42.1% | +25.4% | +16.7% | +14.7% |
| 3Y | +87.5% | +152.5% | -65.0% | -18.3% |
| 5Y | -73.1% | +36.7% | -109.8% | -82.7% |
| All | -22.7% | +234.5% | -257.2% | -53.4% |
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 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