+65.1%
IVZ vs TRU
-33.8%
+98.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.0% | +3.8% |
| 7D | +0.6% | -6.8% | +7.4% | +3.8% |
| 30D | +4.0% | 0.0% | +4.0% | +3.6% |
| 3M | +18.2% | +13.3% | +4.9% | +9.7% |
| 6M | +32.8% | +3.4% | +29.4% | +27.9% |
| YTD | +28.7% | -6.4% | +35.1% | +29.3% |
| 1Y | +55.4% | -9.7% | +65.1% | +57.1% |
| 3Y | +135.2% | +0.1% | +135.1% | +121.0% |
| All | +65.1% | -33.8% | +98.9% | +79.4% |
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