+40.5%
W vs IVZ
+140.4%
-99.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +2.8% |
| 7D | +6.5% | +1.1% | +5.4% | +5.2% |
| 30D | -6.2% | +3.1% | -9.3% | -9.3% |
| 3M | +48.9% | +18.2% | +30.7% | +24.9% |
| 6M | +31.2% | +38.6% | -7.4% | -7.7% |
| YTD | -0.4% | +25.9% | -26.3% | -23.5% |
| 1Y | +14.8% | +51.7% | -36.8% | -28.5% |
| 3Y | +40.5% | +138.7% | -98.1% | -50.8% |
| All | +40.5% | +140.4% | -99.9% | -50.8% |
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