+228.0%
WAB vs IVZ
+63.4%
+164.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.4% |
| 7D | +1.7% | +1.1% | +0.6% | +1.2% |
| 30D | -2.4% | +3.1% | -5.5% | -3.6% |
| 3M | +9.7% | +18.2% | -8.5% | +2.2% |
| 6M | +16.5% | +38.6% | -22.1% | +1.6% |
| YTD | +33.7% | +25.9% | +7.8% | +20.3% |
| 1Y | +49.7% | +51.7% | -2.0% | +24.6% |
| 3Y | +170.9% | +138.7% | +32.3% | +79.1% |
| 5Y | +228.0% | +62.8% | +165.3% | +144.8% |
| All | +228.0% | +63.4% | +164.7% | +144.8% |
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 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