+21.7%
IVZ vs TRU
+247.4%
-225.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -2.8% | 0.0% | -2.7% | -2.7% |
| 30D | -2.2% | +24.3% | -26.4% | -13.2% |
| 3M | -8.1% | +2.3% | -10.4% | -10.5% |
| 6M | +3.8% | +17.7% | -13.9% | -7.8% |
| YTD | +11.5% | -3.8% | +15.3% | +8.8% |
| 1Y | +23.7% | -0.3% | +24.0% | +18.3% |
| 3Y | +145.8% | +58.4% | +87.4% | +72.7% |
| 5Y | +36.1% | -24.0% | +60.1% | +38.9% |
| 10Y | +42.4% | +187.9% | -145.5% | -26.6% |
| All | +21.7% | +247.4% | -225.7% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling