+10,726.6%
WAT vs IVZ
+923.7%
+9,802.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +2.3% | +4.0% | -1.7% | +1.2% |
| 3M | +8.7% | +18.2% | -9.4% | +3.2% |
| 6M | +28.3% | +32.8% | -4.5% | +17.7% |
| YTD | +7.8% | +28.7% | -21.0% | -0.6% |
| 1Y | +36.6% | +55.4% | -18.8% | +19.0% |
| 3Y | +45.7% | +135.2% | -89.5% | +10.6% |
| 5Y | -3.3% | +64.2% | -67.5% | -20.7% |
| 10Y | +162.1% | +64.6% | +97.5% | +96.0% |
| All | +10,726.6% | +923.7% | +9,802.9% | +5,273.2% |
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