-35.2%
TE vs IVZ
+31.3%
-66.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | -0.2% |
| 7D | -4.0% | +0.6% | -4.6% | -4.7% |
| 30D | -15.9% | +4.0% | -19.9% | -20.2% |
| 3M | -60.5% | +18.2% | -78.7% | -67.3% |
| 6M | -35.2% | +32.8% | -68.0% | -52.6% |
| All | -35.2% | +31.3% | -66.5% | -52.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling