+604.5%
XYZ vs IVZ
+60.3%
+544.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | -3.7% | +1.2% | -4.9% | -4.4% |
| 30D | +0.5% | +1.8% | -1.2% | -0.5% |
| 3M | +16.3% | +15.7% | +0.5% | +6.0% |
| 6M | +21.1% | +36.3% | -15.2% | +0.3% |
| YTD | +22.0% | +24.9% | -2.9% | +5.8% |
| 1Y | +5.2% | +48.9% | -43.8% | -17.8% |
| 3Y | +49.6% | +136.8% | -87.2% | -12.6% |
| 5Y | -68.4% | +60.0% | -128.4% | -77.0% |
| 10Y | +604.5% | +63.4% | +541.2% | +361.3% |
| All | +604.5% | +60.3% | +544.2% | +361.3% |
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