+144.9%
TE vs IVZ
+48.1%
+96.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.2% |
| 7D | +0.9% | -2.4% | +3.3% | +3.4% |
| 30D | -16.3% | +2.5% | -18.8% | -18.6% |
| 3M | -40.8% | +17.1% | -57.8% | -49.2% |
| 6M | -42.6% | +35.1% | -77.8% | -55.8% |
| YTD | -31.4% | +24.3% | -55.7% | -47.3% |
| 1Y | +144.9% | +48.7% | +96.3% | +71.5% |
| All | +144.9% | +48.1% | +96.8% | +71.5% |
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