+47.7%
XYZ vs IVZ
+144.8%
-97.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.4% |
| 7D | -1.0% | +0.6% | -1.6% | -1.4% |
| 30D | -1.7% | +4.0% | -5.7% | -4.0% |
| 3M | +16.7% | +18.2% | -1.4% | +4.4% |
| 6M | +26.9% | +32.8% | -6.0% | +4.8% |
| YTD | +27.1% | +28.7% | -1.6% | +6.7% |
| 1Y | +9.3% | +55.4% | -46.1% | -19.2% |
| All | +47.7% | +144.8% | -97.2% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling