+131.4%
WMT vs IVZ
+57.9%
+73.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -2.5% | -2.4% | -0.1% | -2.2% |
| 30D | -6.4% | +2.5% | -8.9% | -6.7% |
| 3M | -12.1% | +17.1% | -29.2% | -13.7% |
| 6M | -15.0% | +35.1% | -50.1% | -18.1% |
| YTD | -4.5% | +24.3% | -28.8% | -7.3% |
| 1Y | +6.2% | +48.7% | -42.5% | +0.6% |
| 3Y | +99.9% | +135.6% | -35.8% | +74.6% |
| 5Y | +131.4% | +60.3% | +71.1% | +104.9% |
| All | +131.4% | +57.9% | +73.6% | +104.9% |
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