+86.4%
U vs IVZ
+150.9%
-64.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +24.4% | +2.2% | +22.2% | +20.8% |
| 30D | +7.4% | -2.2% | +9.5% | +7.9% |
| 3M | +16.8% | -8.4% | +25.2% | +22.8% |
| 6M | +78.8% | +6.2% | +72.6% | +66.1% |
| YTD | +14.0% | +12.4% | +1.6% | +1.9% |
| 1Y | +16.7% | +26.0% | -9.3% | -4.6% |
| 3Y | +86.4% | +147.9% | -61.5% | -19.9% |
| All | +86.4% | +150.9% | -64.6% | -19.9% |
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