+288.4%
WAB vs IVZ
+64.9%
+223.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | +0.2% | +1.2% | -0.9% | -0.3% |
| 30D | -4.6% | +1.8% | -6.3% | -5.4% |
| 3M | +5.6% | +15.7% | -10.1% | -1.5% |
| 6M | +13.8% | +36.3% | -22.5% | -1.6% |
| YTD | +31.9% | +24.9% | +6.9% | +17.7% |
| 1Y | +48.3% | +48.9% | -0.7% | +22.1% |
| 3Y | +167.1% | +136.8% | +30.3% | +70.9% |
| 5Y | +222.9% | +60.0% | +162.9% | +138.1% |
| All | +288.4% | +64.9% | +223.5% | +139.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling