+130.9%
IVZ vs TW
+221.1%
-90.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +0.6% | -2.3% | +3.0% | +1.4% |
| 30D | +4.0% | +3.9% | +0.1% | +2.7% |
| 3M | +18.2% | +5.7% | +12.5% | +15.0% |
| 6M | +32.8% | -14.5% | +47.3% | +38.4% |
| YTD | +28.7% | -0.9% | +29.6% | +26.8% |
| 1Y | +55.4% | -13.5% | +68.9% | +60.3% |
| 3Y | +135.2% | +25.0% | +110.2% | +106.1% |
| 5Y | +64.2% | +22.7% | +41.5% | +40.2% |
| All | +130.9% | +221.1% | -90.2% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling