+60.9%
IVZ vs TRI
+190.0%
-129.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | +0.7% |
| 7D | +1.1% | -7.1% | +8.2% | +4.2% |
| 30D | +3.1% | -2.3% | +5.4% | +3.5% |
| 3M | +18.2% | +19.6% | -1.4% | +5.1% |
| 6M | +38.6% | -8.7% | +47.3% | +39.6% |
| YTD | +25.9% | -22.3% | +48.2% | +37.8% |
| 1Y | +51.7% | -40.7% | +92.3% | +96.1% |
| 3Y | +138.7% | -17.8% | +156.4% | +133.3% |
| 5Y | +62.8% | -8.5% | +71.3% | +43.1% |
| 10Y | +60.9% | +192.6% | -131.7% | -32.6% |
| All | +60.9% | +190.0% | -129.1% | -32.6% |
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 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