-53.2%
TE vs IVZ
+146.2%
-199.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.8% |
| 7D | -4.0% | +0.6% | -4.6% | -4.2% |
| 30D | -15.9% | +4.0% | -19.9% | -17.4% |
| 3M | -60.5% | +18.2% | -78.7% | -63.0% |
| 6M | -35.2% | +32.8% | -68.0% | -42.1% |
| YTD | -31.1% | +28.7% | -59.9% | -37.9% |
| 1Y | +148.6% | +55.4% | +93.3% | +109.2% |
| 3Y | -26.4% | +135.2% | -161.6% | -46.0% |
| 5Y | -48.0% | +64.2% | -112.2% | -60.4% |
| All | -53.2% | +146.2% | -199.3% | -64.4% |
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