+228.3%
WELL vs IVZ
+37.5%
+190.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +0.1% | -2.8% | +2.8% | +0.5% |
| 30D | +7.8% | -2.2% | +9.9% | +8.1% |
| 3M | +10.2% | -8.1% | +18.3% | +11.8% |
| 6M | +16.4% | +3.8% | +12.6% | +14.5% |
| YTD | +35.2% | +11.5% | +23.7% | +30.1% |
| 1Y | +30.5% | +23.7% | +6.8% | +22.1% |
| 3Y | +206.1% | +145.8% | +60.3% | +125.1% |
| 5Y | +228.3% | +36.1% | +192.1% | +206.1% |
| All | +228.3% | +37.5% | +190.8% | +206.1% |
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