+65.1%
IVZ vs PTC
+6.0%
+59.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +3.8% |
| 7D | +0.6% | -10.3% | +10.9% | +5.6% |
| 30D | +4.0% | +1.1% | +2.9% | +2.9% |
| 3M | +18.2% | +1.6% | +16.6% | +15.4% |
| 6M | +32.8% | -13.5% | +46.3% | +40.0% |
| YTD | +28.7% | -19.1% | +47.8% | +40.2% |
| 1Y | +55.4% | -33.9% | +89.2% | +88.4% |
| 3Y | +135.2% | -3.9% | +139.1% | +122.2% |
| All | +65.1% | +6.0% | +59.1% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling