+63.4%
IVZ vs WTW
+189.9%
-126.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +1.4% |
| 7D | +1.2% | -7.1% | +8.3% | +5.8% |
| 30D | +1.8% | -8.5% | +10.3% | +7.2% |
| 3M | +15.7% | +20.6% | -4.8% | +1.6% |
| 6M | +36.3% | +7.2% | +29.1% | +27.2% |
| YTD | +24.9% | -3.9% | +28.8% | +24.1% |
| 1Y | +48.9% | -3.6% | +52.5% | +46.9% |
| 3Y | +136.8% | +60.7% | +76.1% | +55.0% |
| 5Y | +60.0% | +42.2% | +17.8% | +14.1% |
| 10Y | +63.4% | +195.5% | -132.1% | -27.5% |
| All | +63.4% | +189.9% | -126.5% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling