+140.3%
IVZ vs PTC
-3.9%
+144.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +3.3% |
| 7D | +0.6% | -10.3% | +10.9% | +4.7% |
| 30D | +4.0% | +1.1% | +2.9% | +3.0% |
| 3M | +18.2% | +1.6% | +16.6% | +16.2% |
| 6M | +32.8% | -13.5% | +46.3% | +40.6% |
| YTD | +28.7% | -19.1% | +47.8% | +40.8% |
| 1Y | +55.4% | -33.9% | +89.2% | +89.0% |
| All | +140.3% | -3.9% | +144.2% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling