+625.9%
TEAM vs IVZ
+41.3%
+584.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | -19.7% | -2.8% | -17.0% | -19.1% |
| 30D | -26.6% | -2.2% | -24.5% | -26.2% |
| 3M | -1.1% | -8.1% | +7.0% | +1.5% |
| 6M | +74.6% | +3.8% | +70.8% | +71.0% |
| YTD | -6.0% | +11.5% | -17.4% | -10.8% |
| 1Y | -3.2% | +23.7% | -26.9% | -11.5% |
| 3Y | -13.5% | +145.8% | -159.3% | -37.2% |
| 5Y | -65.5% | +36.1% | -101.6% | -71.2% |
| 10Y | +454.5% | +42.4% | +412.1% | +381.7% |
| All | +625.9% | +41.3% | +584.6% | +525.7% |
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