+38.2%
IVZ vs TRI
+225.1%
-186.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | +5.1% | -7.5% | +12.6% | +8.3% |
| 30D | -1.6% | +3.9% | -5.5% | -4.2% |
| 3M | -9.1% | +7.2% | -16.3% | -13.7% |
| 6M | +1.8% | +27.0% | -25.2% | -14.0% |
| YTD | +10.8% | -14.0% | +24.9% | +14.3% |
| 1Y | +19.1% | -17.7% | +36.8% | +26.1% |
| 3Y | +144.4% | -10.7% | +155.1% | +128.5% |
| 5Y | +33.6% | +0.6% | +33.0% | +11.4% |
| All | +38.2% | +225.1% | -186.8% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling