+57.5%
TECK vs IVZ
+30.5%
+27.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +1.7% |
| 7D | +2.3% | +2.6% | -0.4% | +0.7% |
| 30D | -5.0% | -3.5% | -1.5% | -3.0% |
| 3M | -0.3% | -7.4% | +7.1% | +4.1% |
| 6M | +13.9% | +14.7% | -0.8% | +4.2% |
| YTD | +35.2% | +14.6% | +20.6% | +18.8% |
| 1Y | +57.5% | +30.7% | +26.8% | +23.2% |
| All | +57.5% | +30.5% | +27.0% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling