+112.4%
WFC vs IVZ
+43.7%
+68.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.9% |
| 7D | +2.5% | +7.6% | -5.1% | -1.5% |
| 30D | +7.0% | +4.3% | +2.7% | +4.2% |
| 3M | -1.8% | -9.3% | +7.6% | +2.8% |
| 6M | +18.4% | +5.2% | +13.1% | +13.5% |
| YTD | -5.6% | +13.4% | -19.0% | -14.3% |
| 1Y | +3.9% | +25.4% | -21.5% | -10.9% |
| 3Y | +126.3% | +152.5% | -26.2% | +26.2% |
| 5Y | +91.1% | +36.7% | +54.4% | +44.9% |
| All | +112.4% | +43.7% | +68.8% | +29.0% |
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