+112.3%
IVZ vs WTW
+1,174.9%
-1,062.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.5% |
| 7D | +0.6% | -2.6% | +3.3% | +2.4% |
| 30D | +4.0% | -1.0% | +5.0% | +4.4% |
| 3M | +18.2% | +29.9% | -11.7% | -2.5% |
| 6M | +32.8% | +10.7% | +22.1% | +20.4% |
| YTD | +28.7% | +2.6% | +26.2% | +21.6% |
| 1Y | +55.4% | +2.8% | +52.6% | +45.9% |
| 3Y | +135.2% | +67.3% | +67.9% | +51.3% |
| 5Y | +64.2% | +56.6% | +7.5% | +10.4% |
| 10Y | +64.6% | +204.1% | -139.5% | -32.4% |
| All | +112.3% | +1,174.9% | -1,062.6% | -50.9% |
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