+50.5%
IVZ vs TRU
+172.9%
-122.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.5% |
| 7D | +4.1% | +4.9% | -0.8% | +1.6% |
| 30D | -2.0% | +26.9% | -29.0% | -14.0% |
| 3M | -7.8% | +4.0% | -11.9% | -11.0% |
| 6M | +6.3% | +15.8% | -9.5% | -4.7% |
| YTD | +12.6% | -2.6% | +15.1% | +9.2% |
| 1Y | +27.6% | +3.9% | +23.8% | +19.4% |
| 3Y | +154.0% | +59.2% | +94.8% | +77.4% |
| 5Y | +37.3% | -25.7% | +63.0% | +42.9% |
| 10Y | +50.5% | +179.3% | -128.7% | -3.2% |
| All | +50.5% | +172.9% | -122.4% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling