-49.3%
TE vs IVZ
+61.1%
-110.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.3% |
| 7D | +0.2% | -2.4% | +2.6% | +2.2% |
| 30D | -5.9% | +3.0% | -8.9% | -8.4% |
| 3M | -45.6% | +14.9% | -60.4% | -51.3% |
| 6M | -43.4% | +36.7% | -80.1% | -56.1% |
| YTD | -31.0% | +25.7% | -56.7% | -43.4% |
| 1Y | +145.2% | +47.7% | +97.5% | +77.2% |
| 3Y | -24.1% | +138.8% | -162.9% | -62.6% |
| All | -49.3% | +61.1% | -110.4% | -68.6% |
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