-27.4%
U vs IVZ
+228.6%
-256.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -0.7% |
| 7D | +16.9% | -2.8% | +19.7% | +17.7% |
| 30D | +6.4% | -2.2% | +8.5% | +6.9% |
| 3M | +13.2% | -8.1% | +21.3% | +19.2% |
| 6M | +84.8% | +3.8% | +81.0% | +73.9% |
| YTD | +12.4% | +11.5% | +0.9% | 0.0% |
| 1Y | +19.8% | +23.7% | -3.9% | -2.4% |
| 3Y | +83.8% | +145.8% | -62.0% | -18.2% |
| 5Y | -72.7% | +36.1% | -108.9% | -82.2% |
| All | -27.4% | +228.6% | -256.0% | -55.7% |
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 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