+101.8%
IVZ vs TW
+287.8%
-185.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.6% |
| 7D | +4.1% | +3.4% | +0.7% | +3.0% |
| 30D | -2.0% | +15.5% | -17.5% | -6.4% |
| 3M | -7.8% | +25.1% | -33.0% | -14.3% |
| 6M | +6.3% | +18.2% | -11.9% | -0.3% |
| YTD | +12.6% | +19.7% | -7.2% | +4.2% |
| 1Y | +27.6% | +18.1% | +9.5% | +18.7% |
| 3Y | +154.0% | +40.5% | +113.5% | +115.5% |
| 5Y | +37.3% | +37.1% | +0.2% | +13.5% |
| All | +101.8% | +287.8% | -185.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling