+152.3%
W vs IVZ
+64.1%
+88.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.3% |
| 7D | +0.5% | -2.4% | +2.9% | +2.2% |
| 30D | -5.6% | +2.5% | -8.1% | -7.3% |
| 3M | +41.9% | +17.1% | +24.9% | +26.4% |
| 6M | +30.2% | +35.1% | -4.9% | +4.5% |
| YTD | -2.9% | +24.3% | -27.3% | -17.7% |
| 1Y | +11.6% | +48.7% | -37.1% | -16.7% |
| 3Y | +37.0% | +135.6% | -98.7% | -22.7% |
| 5Y | -62.8% | +60.3% | -123.2% | -72.9% |
| All | +152.3% | +64.1% | +88.2% | +53.0% |
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