+22.0%
WAT vs IVZ
+25.0%
-3.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | +0.7% | -2.8% | +3.5% | +1.5% |
| 30D | +9.0% | -2.2% | +11.1% | +9.6% |
| 3M | +13.5% | -8.1% | +21.6% | +16.2% |
| 6M | +35.3% | +3.8% | +31.5% | +32.0% |
| YTD | +24.0% | +11.5% | +12.5% | +15.5% |
| 1Y | +22.0% | +23.7% | -1.8% | +11.4% |
| All | +22.0% | +25.0% | -3.0% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling