+12,353.6%
WAT vs IVZ
+786.3%
+11,567.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.0% |
| 6M | +35.3% | +3.8% | +31.5% | +32.9% |
| YTD | +24.0% | +11.5% | +12.5% | +19.0% |
| 1Y | +22.0% | +23.7% | -1.8% | +13.4% |
| 3Y | +84.0% | +145.8% | -61.8% | +38.0% |
| 5Y | +34.4% | +36.1% | -1.8% | +16.5% |
| 10Y | +231.4% | +42.4% | +189.0% | +158.0% |
| All | +12,353.6% | +786.3% | +11,567.3% | +6,329.5% |
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