+295.4%
WMB vs IVZ
+64.1%
+231.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -1.7% | -2.4% | +0.7% | -1.0% |
| 30D | +0.7% | +2.5% | -1.8% | -0.2% |
| 3M | +1.5% | +17.1% | -15.5% | -4.0% |
| 6M | +0.1% | +35.1% | -35.1% | -10.2% |
| YTD | +22.9% | +24.3% | -1.4% | +12.5% |
| 1Y | +27.9% | +48.7% | -20.8% | +9.9% |
| 3Y | +139.1% | +135.6% | +3.5% | +68.7% |
| 5Y | +270.9% | +60.3% | +210.6% | +188.4% |
| All | +295.4% | +64.1% | +231.3% | +163.8% |
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