+209.8%
W vs IVZ
+24.7%
+185.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.8% | -2.2% | -0.1% |
| 7D | +3.3% | +4.1% | -0.8% | +0.6% |
| 30D | +10.5% | -2.0% | +12.6% | +12.4% |
| 3M | +9.6% | -7.8% | +17.5% | +15.8% |
| 6M | +76.4% | +6.3% | +70.1% | +68.8% |
| YTD | +16.4% | +12.6% | +3.8% | +6.3% |
| 1Y | +9.3% | +27.6% | -18.3% | -8.6% |
| 3Y | +172.8% | +154.0% | +18.8% | +50.1% |
| 5Y | -53.4% | +37.3% | -90.7% | -61.8% |
| 10Y | +243.6% | +50.5% | +193.1% | +135.4% |
| All | +209.8% | +24.7% | +185.1% | +121.4% |
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