+59.7%
WM vs IVZ
+27.3%
+32.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.2% | -2.4% | +3.7% | +1.3% |
| 30D | +13.1% | -11.2% | +24.3% | +13.5% |
| 3M | +3.6% | -14.0% | +17.6% | +4.1% |
| 6M | +8.1% | +0.5% | +7.6% | +7.7% |
| YTD | +8.9% | +5.4% | +3.5% | +8.1% |
| 1Y | +20.3% | +19.5% | +0.9% | +18.4% |
| 3Y | +46.2% | +128.7% | -82.5% | +33.6% |
| All | +59.7% | +27.3% | +32.4% | +58.6% |
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