+148.6%
TE vs IVZ
+56.4%
+92.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.1% |
| 7D | -4.0% | +0.6% | -4.6% | -4.5% |
| 30D | -15.9% | +4.0% | -19.9% | -19.5% |
| 3M | -60.5% | +18.2% | -78.7% | -66.4% |
| 6M | -35.2% | +32.8% | -68.0% | -49.6% |
| YTD | -31.1% | +28.7% | -59.9% | -49.0% |
| 1Y | +148.6% | +55.4% | +93.3% | +70.5% |
| All | +148.6% | +56.4% | +92.2% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling