+55.4%
IVZ vs TRU
-7.3%
+62.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.0% | +2.4% |
| 7D | +0.6% | -6.8% | +7.4% | +2.2% |
| 30D | +4.0% | 0.0% | +4.0% | +3.8% |
| 3M | +18.2% | +13.3% | +4.9% | +13.5% |
| 6M | +32.8% | +3.4% | +29.4% | +30.2% |
| YTD | +28.7% | -6.4% | +35.1% | +28.6% |
| 1Y | +55.4% | -9.7% | +65.1% | +52.9% |
| All | +55.4% | -7.3% | +62.7% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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