+494.4%
TEAM vs IVZ
+65.9%
+428.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -5.2% | -2.4% | -2.8% | -4.4% |
| 30D | +15.8% | +3.0% | +12.7% | +14.7% |
| 3M | +101.5% | +14.9% | +86.6% | +91.9% |
| 6M | +138.2% | +36.7% | +101.4% | +113.1% |
| YTD | +10.8% | +25.7% | -14.8% | +1.7% |
| 1Y | +1.7% | +47.7% | -46.0% | -11.7% |
| 3Y | -16.0% | +138.8% | -154.9% | -37.9% |
| 5Y | -52.7% | +62.1% | -114.8% | -62.4% |
| All | +494.4% | +65.9% | +428.5% | +403.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling