+37.6%
ITW vs IVZ
+61.1%
-23.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -0.7% | -2.4% | +1.7% | 0.0% |
| 30D | -8.3% | +3.0% | -11.4% | -9.2% |
| 3M | +6.0% | +14.9% | -8.8% | +1.1% |
| 6M | 0.0% | +36.7% | -36.8% | -10.2% |
| YTD | +10.2% | +25.7% | -15.4% | +1.3% |
| 1Y | +3.2% | +47.7% | -44.5% | -10.5% |
| 3Y | +21.0% | +138.8% | -117.9% | -14.6% |
| All | +37.6% | +61.1% | -23.5% | +4.4% |
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