-62.1%
W vs IVZ
+63.4%
-125.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +3.0% |
| 7D | +6.5% | +1.1% | +5.4% | +5.1% |
| 30D | -6.2% | +3.1% | -9.3% | -9.6% |
| 3M | +48.9% | +18.2% | +30.7% | +22.4% |
| 6M | +31.2% | +38.6% | -7.4% | -11.0% |
| YTD | -0.4% | +25.9% | -26.3% | -25.8% |
| 1Y | +14.8% | +51.7% | -36.8% | -31.5% |
| 3Y | +40.5% | +138.7% | -98.1% | -51.9% |
| 5Y | -62.1% | +62.8% | -124.9% | -80.4% |
| All | -62.1% | +63.4% | -125.5% | -80.4% |
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