+138.7%
IVZ vs TRU
-1.9%
+140.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.2% |
| 7D | +1.1% | -7.2% | +8.3% | +3.8% |
| 30D | +3.1% | -2.8% | +5.9% | +3.9% |
| 3M | +18.2% | +13.0% | +5.2% | +11.4% |
| 6M | +38.6% | +0.7% | +37.9% | +36.0% |
| YTD | +25.9% | -9.0% | +34.9% | +27.9% |
| 1Y | +51.7% | -16.3% | +68.0% | +58.4% |
| 3Y | +138.7% | -1.1% | +139.7% | +153.0% |
| All | +138.7% | -1.9% | +140.5% | +153.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling