+55.4%
T vs IVZ
+38.7%
+16.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +2.6% | +2.2% | +0.4% | +2.2% |
| 30D | -1.1% | -2.2% | +1.1% | -0.9% |
| 3M | -7.7% | -8.4% | +0.7% | -6.9% |
| 6M | -10.6% | +6.2% | -16.8% | -11.6% |
| YTD | -7.5% | +12.4% | -19.9% | -9.5% |
| 1Y | -7.4% | +26.0% | -33.4% | -11.1% |
| 3Y | +63.1% | +147.9% | -84.8% | +33.9% |
| All | +55.4% | +38.7% | +16.7% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling