-80.5%
TE vs IVZ
+116.9%
-197.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -4.2% |
| 7D | -19.1% | +7.6% | -26.7% | -22.1% |
| 30D | -34.1% | +4.3% | -38.5% | -35.3% |
| 3M | -60.1% | -9.3% | -50.8% | -58.0% |
| 6M | -66.0% | +5.2% | -71.2% | -66.0% |
| YTD | -71.4% | +13.4% | -84.9% | -72.5% |
| 1Y | -45.3% | +25.4% | -70.7% | -49.2% |
| 3Y | +9.1% | +152.5% | -143.4% | -18.8% |
| 5Y | -82.6% | +36.7% | -119.3% | -85.8% |
| All | -80.5% | +116.9% | -197.5% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling