+82.7%
IVZ vs WTW
+1,156.4%
-1,073.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +0.5% |
| 7D | +5.1% | -2.3% | +7.4% | +6.7% |
| 30D | -1.6% | +10.7% | -12.2% | -8.3% |
| 3M | -9.1% | -3.1% | -6.1% | -8.0% |
| 6M | +1.8% | +31.7% | -29.9% | -17.5% |
| YTD | +10.8% | +1.1% | +9.8% | +5.2% |
| 1Y | +19.1% | +4.1% | +15.0% | +10.6% |
| 3Y | +144.4% | +42.1% | +102.3% | +76.8% |
| 5Y | +33.6% | +52.2% | -18.7% | -8.7% |
| 10Y | +41.7% | +210.9% | -169.3% | -43.0% |
| All | +82.7% | +1,156.4% | -1,073.6% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling