+27.4%
IVZ vs TRU
-26.8%
+54.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.9% |
| 7D | -2.4% | +5.7% | -8.2% | -4.9% |
| 30D | -11.2% | +29.2% | -40.4% | -21.4% |
| 3M | -14.0% | +2.7% | -16.6% | -16.1% |
| 6M | +0.5% | +15.2% | -14.7% | -8.6% |
| YTD | +5.4% | -4.9% | +10.3% | +4.1% |
| 1Y | +19.5% | +3.4% | +16.0% | +13.1% |
| 3Y | +128.7% | +63.2% | +65.5% | +66.0% |
| All | +27.4% | -26.8% | +54.2% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling