+141.0%
WBD vs IVZ
+133.3%
+7.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | -1.7% | +1.2% | -2.9% | -2.3% |
| 30D | +3.9% | +1.8% | +2.1% | +2.8% |
| 3M | +5.1% | +15.7% | -10.7% | -3.9% |
| 6M | +0.6% | +36.3% | -35.8% | -17.1% |
| YTD | -3.2% | +24.9% | -28.1% | -17.2% |
| 1Y | +127.7% | +48.9% | +78.7% | +72.0% |
| All | +141.0% | +133.3% | +7.7% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling