-63.7%
XYZ vs IVZ
+36.0%
-99.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +0.9% |
| 7D | -1.1% | +7.6% | -8.7% | -7.0% |
| 30D | +11.5% | +4.3% | +7.2% | +7.4% |
| 3M | +1.8% | -9.3% | +11.1% | +10.0% |
| 6M | +21.2% | +5.2% | +16.0% | +13.6% |
| YTD | +29.9% | +13.4% | +16.5% | +12.4% |
| 1Y | +35.8% | +25.4% | +10.4% | +6.8% |
| 3Y | +62.6% | +152.5% | -89.9% | -41.6% |
| All | -63.7% | +36.0% | -99.7% | -76.5% |
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