+66.1%
T vs IVZ
+63.4%
+2.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | +7.6% | +3.1% | +4.5% | +7.2% |
| 3M | +15.3% | +18.2% | -2.9% | +12.7% |
| 6M | -8.5% | +38.6% | -47.1% | -12.5% |
| YTD | +6.8% | +25.9% | -19.1% | +3.1% |
| 1Y | -7.2% | +51.7% | -58.9% | -13.1% |
| 3Y | +108.2% | +138.7% | -30.4% | +74.7% |
| 5Y | +66.1% | +62.8% | +3.3% | +46.6% |
| All | +66.1% | +63.4% | +2.7% | +46.6% |
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