+48.9%
IVZ vs TRI
-42.5%
+91.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | +1.2% | -8.4% | +9.6% | +1.8% |
| 30D | +1.8% | -6.5% | +8.2% | +2.2% |
| 3M | +15.7% | +18.6% | -2.8% | +13.7% |
| 6M | +36.3% | -10.4% | +46.8% | +39.8% |
| YTD | +24.9% | -23.7% | +48.6% | +29.2% |
| 1Y | +48.9% | -42.5% | +91.4% | +55.6% |
| All | +48.9% | -42.5% | +91.4% | +55.6% |
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