+349.0%
TECK vs IVZ
+65.9%
+283.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | -3.8% | -2.4% | -1.5% | -2.7% |
| 30D | +0.7% | +3.0% | -2.3% | -0.9% |
| 3M | +4.6% | +14.9% | -10.3% | -2.9% |
| 6M | +25.1% | +36.7% | -11.6% | +6.3% |
| YTD | +39.2% | +25.7% | +13.5% | +22.7% |
| 1Y | +60.3% | +47.7% | +12.6% | +29.9% |
| 3Y | +62.9% | +138.8% | -75.9% | -0.5% |
| 5Y | +181.5% | +62.1% | +119.4% | +100.4% |
| All | +349.0% | +65.9% | +283.1% | +180.2% |
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 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