+577.6%
XYZ vs IVZ
+41.1%
+536.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.8% | -3.2% | -0.2% |
| 7D | +14.9% | +4.1% | +10.8% | +12.4% |
| 30D | +14.7% | -2.0% | +16.7% | +15.9% |
| 3M | +12.1% | -7.8% | +19.9% | +17.3% |
| 6M | +18.3% | +6.3% | +12.0% | +13.2% |
| YTD | +36.1% | +12.6% | +23.5% | +25.4% |
| 1Y | +35.3% | +27.6% | +7.7% | +15.8% |
| 3Y | +73.5% | +154.0% | -80.6% | -1.4% |
| 5Y | -61.6% | +37.3% | -98.9% | -69.4% |
| 10Y | +638.0% | +50.5% | +587.5% | +391.6% |
| All | +577.6% | +41.1% | +536.5% | +321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling