+621.5%
XYZ vs IVZ
+44.4%
+577.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -2.2% | -2.8% | +0.6% | -0.8% |
| 30D | +11.6% | -2.2% | +13.7% | +12.9% |
| 3M | +8.4% | -8.1% | +16.5% | +13.7% |
| 6M | +17.2% | +3.8% | +13.4% | +13.5% |
| YTD | +31.7% | +11.5% | +20.2% | +21.7% |
| 1Y | +30.1% | +23.7% | +6.4% | +12.8% |
| 3Y | +66.4% | +145.8% | -79.4% | -5.6% |
| 5Y | -62.2% | +36.1% | -98.3% | -70.1% |
| 10Y | +621.5% | +42.4% | +579.1% | +394.9% |
| All | +621.5% | +44.4% | +577.1% | +394.9% |
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 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