+356.5%
WELL vs IVZ
+60.3%
+296.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -1.1% | +1.2% | -2.3% | -1.5% |
| 30D | +0.7% | +1.8% | -1.0% | +0.1% |
| 3M | +14.5% | +15.7% | -1.2% | +8.6% |
| 6M | +14.4% | +36.3% | -21.9% | +2.3% |
| YTD | +28.5% | +24.9% | +3.5% | +17.3% |
| 1Y | +41.8% | +48.9% | -7.2% | +21.3% |
| 3Y | +202.8% | +136.8% | +66.0% | +109.3% |
| 5Y | +208.8% | +60.0% | +148.8% | +138.2% |
| 10Y | +356.5% | +63.4% | +293.2% | +143.5% |
| All | +356.5% | +60.3% | +296.2% | +143.5% |
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 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