+308.8%
IVZ vs TRI
+561.6%
-252.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +5.1% |
| 7D | +0.6% | -0.5% | +1.2% | +0.7% |
| 30D | +4.0% | +7.9% | -3.9% | -2.8% |
| 3M | +18.2% | +24.1% | -5.9% | -5.0% |
| 6M | +32.8% | +3.8% | +29.0% | +17.3% |
| YTD | +28.7% | -16.9% | +45.6% | +32.3% |
| 1Y | +55.4% | -38.4% | +93.8% | +103.2% |
| 3Y | +135.2% | -12.2% | +147.4% | +114.4% |
| 5Y | +64.2% | -1.8% | +66.0% | +32.5% |
| 10Y | +64.6% | +207.6% | -143.0% | -55.0% |
| All | +308.8% | +561.6% | -252.8% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling