-16.6%
TE vs IVZ
+135.2%
-151.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.2% | +12.3% |
| 7D | +18.2% | +1.1% | +17.1% | +16.7% |
| 30D | -13.5% | +3.1% | -16.6% | -16.4% |
| 3M | -44.6% | +18.2% | -62.8% | -52.8% |
| 6M | -24.7% | +38.6% | -63.3% | -45.0% |
| YTD | -24.3% | +25.9% | -50.2% | -40.5% |
| 1Y | +155.6% | +51.7% | +103.9% | +67.7% |
| All | -16.6% | +135.2% | -151.8% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling