-68.9%
XYZ vs IVZ
+64.2%
-133.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.6% |
| 7D | -1.0% | +0.6% | -1.6% | -1.5% |
| 30D | -1.7% | +4.0% | -5.7% | -4.8% |
| 3M | +16.7% | +18.2% | -1.4% | +0.3% |
| 6M | +26.9% | +32.8% | -6.0% | -2.1% |
| YTD | +27.1% | +28.7% | -1.6% | 0.0% |
| 1Y | +9.3% | +55.4% | -46.1% | -27.6% |
| 3Y | +42.3% | +135.2% | -92.9% | -40.5% |
| All | -68.9% | +64.2% | -133.1% | -82.5% |
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