+2,171.4%
TECK vs IVZ
+384.2%
+1,787.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | -0.3% | +0.6% | -1.0% | -0.7% |
| 30D | +4.6% | +4.0% | +0.6% | +2.3% |
| 3M | +2.8% | +18.2% | -15.3% | -6.2% |
| 6M | +24.9% | +32.8% | -7.9% | +6.9% |
| YTD | +44.7% | +28.7% | +16.0% | +25.1% |
| 1Y | +112.0% | +55.4% | +56.6% | +65.0% |
| 3Y | +67.6% | +135.2% | -67.6% | 0.0% |
| 5Y | +200.3% | +64.2% | +136.2% | +107.9% |
| 10Y | +358.2% | +64.6% | +293.6% | +180.6% |
| All | +2,171.4% | +384.2% | +1,787.2% | +795.0% |
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