+64.3%
T vs IVZ
+64.9%
-0.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -3.1% | +1.2% | -4.2% | -3.3% |
| 30D | +4.6% | +1.8% | +2.8% | +4.1% |
| 3M | +12.2% | +15.7% | -3.5% | +8.2% |
| 6M | -6.5% | +36.3% | -42.8% | -13.5% |
| YTD | +4.9% | +24.9% | -20.0% | -1.6% |
| 1Y | -10.5% | +48.9% | -59.4% | -19.8% |
| 3Y | +104.6% | +136.8% | -32.2% | +56.8% |
| 5Y | +64.2% | +60.0% | +4.2% | +36.1% |
| All | +64.3% | +64.9% | -0.6% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling