+3,231.6%
ITW vs IVZ
+1,081.7%
+2,149.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.5% |
| 7D | -1.9% | +1.2% | -3.1% | -2.3% |
| 30D | -10.4% | +1.8% | -12.1% | -10.9% |
| 3M | +3.5% | +15.7% | -12.2% | -1.6% |
| 6M | -3.4% | +36.3% | -39.7% | -13.1% |
| YTD | +8.5% | +24.9% | -16.4% | -0.1% |
| 1Y | +3.2% | +48.9% | -45.7% | -10.4% |
| 3Y | +18.9% | +136.8% | -117.9% | -13.6% |
| 5Y | +35.0% | +60.0% | -24.9% | +8.1% |
| 10Y | +188.6% | +63.4% | +125.3% | +110.6% |
| All | +3,231.6% | +1,081.7% | +2,149.9% | +1,109.0% |
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