+148.1%
IVZ vs WTW
+44.2%
+103.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -2.8% | -0.9% | -1.8% | -2.6% |
| 30D | -2.2% | +12.0% | -14.1% | -4.4% |
| 3M | -8.1% | -2.1% | -6.0% | -7.8% |
| 6M | +3.8% | +34.8% | -31.0% | -3.2% |
| YTD | +11.5% | +2.7% | +8.7% | +11.4% |
| 1Y | +23.7% | +5.1% | +18.6% | +22.7% |
| All | +148.1% | +44.2% | +103.9% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling