+1,294.1%
IT vs IVZ
+973.1%
+321.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | 0.0% |
| 7D | +1.1% | +7.6% | -6.5% | -1.3% |
| 30D | -1.8% | +4.3% | -6.2% | -3.4% |
| 3M | +4.8% | -9.3% | +14.2% | +7.7% |
| 6M | +33.0% | +5.2% | +27.8% | +29.3% |
| YTD | -23.8% | +13.4% | -37.3% | -28.0% |
| 1Y | -16.5% | +25.4% | -41.9% | -23.6% |
| 3Y | -53.6% | +152.5% | -206.1% | -67.0% |
| 5Y | -42.1% | +36.7% | -78.8% | -51.1% |
| 10Y | +90.1% | +45.0% | +45.1% | +43.3% |
| All | +1,294.1% | +973.1% | +321.1% | +330.8% |
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