+198.3%
W vs IVZ
+24.6%
+173.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | +1.1% | +2.2% | -1.1% | -0.2% |
| 30D | +6.4% | -2.2% | +8.6% | +8.3% |
| 3M | +9.0% | -8.4% | +17.4% | +15.7% |
| 6M | +69.8% | +6.2% | +63.7% | +62.7% |
| YTD | +12.1% | +12.4% | -0.3% | +2.4% |
| 1Y | 0.0% | +26.0% | -26.0% | -15.7% |
| 3Y | +160.3% | +147.9% | +12.5% | +45.5% |
| 5Y | -53.3% | +38.8% | -92.1% | -61.9% |
| 10Y | +217.0% | +44.6% | +172.4% | +121.8% |
| All | +198.3% | +24.6% | +173.8% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling