+30.7%
IVZ vs TRI
-22.4%
+53.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.4% | -2.2% | +3.8% |
| 7D | +2.6% | +1.0% | +1.7% | +2.5% |
| 30D | -3.5% | +20.8% | -24.2% | -4.8% |
| 3M | -7.4% | +8.1% | -15.5% | -8.0% |
| 6M | +14.7% | +24.2% | -9.5% | +13.1% |
| YTD | +14.6% | -7.8% | +22.4% | +21.7% |
| 1Y | +30.7% | -16.7% | +47.4% | +42.6% |
| All | +30.7% | -22.4% | +53.1% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling