+66.9%
T vs IVZ
+64.1%
+2.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -2.4% | -2.4% | -0.1% | -1.9% |
| 30D | +4.3% | +2.5% | +1.8% | +3.7% |
| 3M | +11.6% | +17.1% | -5.5% | +7.3% |
| 6M | -5.6% | +35.1% | -40.7% | -12.6% |
| YTD | +6.6% | +24.3% | -17.7% | +0.1% |
| 1Y | -8.4% | +48.7% | -57.0% | -17.8% |
| 3Y | +107.8% | +135.6% | -27.8% | +59.5% |
| 5Y | +68.3% | +60.3% | +8.0% | +39.4% |
| All | +66.9% | +64.1% | +2.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IVZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling