+4,013.2%
WMT vs IVZ
+1,090.9%
+2,922.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | -5.0% | +3.1% | -8.1% | -5.4% |
| 3M | -11.3% | +18.2% | -29.5% | -14.0% |
| 6M | -13.8% | +38.6% | -52.4% | -18.9% |
| YTD | -4.2% | +25.9% | -30.1% | -8.6% |
| 1Y | +4.6% | +51.7% | -47.1% | -3.6% |
| 3Y | +100.5% | +138.7% | -38.2% | +67.6% |
| 5Y | +129.7% | +62.8% | +66.9% | +100.3% |
| 10Y | +423.4% | +60.9% | +362.5% | +329.0% |
| All | +4,013.2% | +1,090.9% | +2,922.3% | +1,890.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling