+13.5%
U vs IVZ
+140.4%
-126.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +4.3% |
| 7D | +4.5% | +1.1% | +3.4% | +3.5% |
| 30D | -0.6% | +3.1% | -3.7% | -3.1% |
| 3M | +48.4% | +18.2% | +30.3% | +28.8% |
| 6M | +115.4% | +38.6% | +76.7% | +62.4% |
| YTD | -3.2% | +25.9% | -29.1% | -20.0% |
| 1Y | -6.0% | +51.7% | -57.7% | -33.1% |
| 3Y | +13.5% | +138.7% | -125.2% | -48.1% |
| All | +13.5% | +140.4% | -126.9% | -48.1% |
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 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