+188.3%
ITW vs IVZ
+65.9%
+122.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -0.7% | -2.4% | +1.7% | +0.1% |
| 30D | -8.3% | +3.0% | -11.4% | -9.4% |
| 3M | +6.0% | +14.9% | -8.8% | +0.3% |
| 6M | 0.0% | +36.7% | -36.8% | -11.5% |
| YTD | +10.2% | +25.7% | -15.4% | 0.0% |
| 1Y | +3.2% | +47.7% | -44.5% | -12.1% |
| 3Y | +21.0% | +138.8% | -117.9% | -17.3% |
| 5Y | +37.9% | +62.1% | -24.2% | +5.3% |
| All | +188.3% | +65.9% | +122.4% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling