+5.1%
W vs IVZ
+22.9%
-17.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -1.4% |
| 7D | +0.2% | +7.6% | -7.4% | -5.3% |
| 30D | +6.8% | +4.3% | +2.5% | +3.8% |
| 3M | +10.7% | -9.3% | +20.0% | +18.4% |
| 6M | +86.3% | +5.2% | +81.1% | +79.8% |
| YTD | +11.5% | +13.4% | -2.0% | -0.4% |
| 1Y | +5.1% | +25.4% | -20.3% | -13.2% |
| All | +5.1% | +22.9% | -17.8% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling