-68.3%
U vs IVZ
+61.5%
-129.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | +4.4% | +1.2% | +3.2% | +3.1% |
| 30D | -1.3% | +1.8% | -3.1% | -3.2% |
| 3M | +49.6% | +15.7% | +33.8% | +27.9% |
| 6M | +100.2% | +36.3% | +63.9% | +43.6% |
| YTD | -3.7% | +24.9% | -28.6% | -23.9% |
| 1Y | -6.5% | +48.9% | -55.4% | -38.1% |
| 3Y | +12.9% | +136.8% | -123.9% | -56.7% |
| 5Y | -68.3% | +60.0% | -128.3% | -82.4% |
| All | -68.3% | +61.5% | -129.8% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling