+11.4%
WBD vs IVZ
+65.9%
-54.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -0.7% | -2.4% | +1.6% | +0.4% |
| 30D | +1.4% | +3.0% | -1.6% | -0.2% |
| 3M | +4.4% | +14.9% | -10.5% | -3.4% |
| 6M | +0.8% | +36.7% | -35.9% | -15.2% |
| YTD | -2.7% | +25.7% | -28.4% | -15.5% |
| 1Y | +73.4% | +47.7% | +25.7% | +37.9% |
| 3Y | +142.1% | +138.8% | +3.3% | +49.1% |
| 5Y | +7.2% | +62.1% | -54.9% | -22.4% |
| All | +11.4% | +65.9% | -54.5% | -27.0% |
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