+37.0%
IVZ vs TRU
-26.5%
+63.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +7.6% | 0.0% | +7.6% | +7.6% |
| 30D | +4.3% | +21.3% | -17.0% | -4.9% |
| 3M | -9.3% | +0.2% | -9.6% | -10.5% |
| 6M | +5.2% | +22.4% | -17.1% | -6.8% |
| YTD | +13.4% | -4.8% | +18.3% | +12.1% |
| 1Y | +25.4% | -0.2% | +25.6% | +20.9% |
| 3Y | +152.5% | +57.9% | +94.6% | +86.5% |
| All | +37.0% | -26.5% | +63.4% | +47.9% |
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 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