-38.4%
U vs IVZ
+266.5%
-304.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | 0.0% | -2.4% | +2.4% | +1.8% |
| 30D | -4.1% | +2.5% | -6.6% | -6.2% |
| 3M | +57.8% | +17.1% | +40.7% | +37.0% |
| 6M | +103.5% | +35.1% | +68.4% | +55.2% |
| YTD | -4.8% | +24.3% | -29.1% | -21.3% |
| 1Y | -2.4% | +48.7% | -51.1% | -30.4% |
| 3Y | +11.7% | +135.6% | -124.0% | -47.3% |
| 5Y | -68.9% | +60.3% | -129.2% | -81.3% |
| All | -38.4% | +266.5% | -304.9% | -65.1% |
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