+802.8%
TEAM vs IVZ
+63.2%
+739.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | -0.4% | +0.6% | -1.1% | -0.6% |
| 30D | +67.3% | +4.0% | +63.3% | +65.1% |
| 3M | +86.8% | +18.2% | +68.6% | +75.8% |
| 6M | +146.8% | +32.8% | +114.0% | +121.9% |
| YTD | +16.9% | +28.7% | -11.8% | +6.1% |
| 1Y | +12.8% | +55.4% | -42.6% | -4.2% |
| 3Y | -7.3% | +135.2% | -142.5% | -32.0% |
| 5Y | -50.7% | +64.2% | -114.9% | -61.1% |
| 10Y | +529.8% | +64.6% | +465.2% | +422.4% |
| All | +802.8% | +63.2% | +739.5% | +643.8% |
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