+211.0%
WELL vs IVZ
+63.4%
+147.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.9% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | +0.5% | +3.1% | -2.6% | -0.1% |
| 3M | +19.1% | +18.2% | +0.9% | +14.8% |
| 6M | +17.0% | +38.6% | -21.6% | +8.8% |
| YTD | +29.2% | +25.9% | +3.3% | +22.0% |
| 1Y | +42.1% | +51.7% | -9.5% | +28.2% |
| 3Y | +204.5% | +138.7% | +65.9% | +134.8% |
| 5Y | +211.0% | +62.8% | +148.2% | +156.4% |
| All | +211.0% | +63.4% | +147.6% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling