+7.0%
WMT vs IVZ
+56.4%
-49.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.2% |
| 7D | +3.9% | +0.6% | +3.3% | +3.9% |
| 30D | -4.4% | +4.0% | -8.4% | -4.4% |
| 3M | -8.8% | +18.2% | -27.0% | -8.2% |
| 6M | -15.6% | +32.8% | -48.5% | -15.7% |
| YTD | -3.2% | +28.7% | -32.0% | -3.5% |
| 1Y | +7.0% | +55.4% | -48.3% | +6.1% |
| All | +7.0% | +56.4% | -49.4% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling