+30.7%
IVZ vs WTW
+8.6%
+22.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.9% |
| 7D | +2.6% | +4.9% | -2.2% | +2.2% |
| 30D | -3.5% | +17.1% | -20.6% | -4.9% |
| 3M | -7.4% | -0.3% | -7.1% | -7.4% |
| 6M | +14.7% | +30.7% | -16.0% | +11.8% |
| YTD | +14.6% | +3.7% | +10.9% | +18.4% |
| 1Y | +30.7% | +5.9% | +24.8% | +34.5% |
| All | +30.7% | +8.6% | +22.1% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling