+261.5%
WAB vs IVZ
+42.6%
+218.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.5% |
| 7D | +5.1% | +6.8% | -1.7% | +2.1% |
| 30D | +4.0% | +3.5% | +0.5% | +2.4% |
| 3M | +0.1% | -10.0% | +10.1% | +4.4% |
| 6M | +12.8% | +4.5% | +8.3% | +9.5% |
| YTD | +40.1% | +12.6% | +27.5% | +30.5% |
| 1Y | +46.4% | +24.4% | +21.9% | +30.3% |
| 3Y | +167.4% | +150.6% | +16.8% | +66.6% |
| 5Y | +215.0% | +35.7% | +179.4% | +151.1% |
| All | +261.5% | +42.6% | +218.9% | +135.8% |
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 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