-8.6%
TEL vs IVZ
+30.5%
-39.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -1.6% |
| 7D | -0.5% | +2.6% | -3.1% | -1.6% |
| 30D | +0.6% | -3.5% | +4.1% | +2.0% |
| 3M | +2.0% | -7.4% | +9.3% | +5.2% |
| 6M | +8.1% | +14.7% | -6.6% | +1.4% |
| YTD | -2.2% | +14.6% | -16.8% | -10.7% |
| 1Y | -8.6% | +30.7% | -39.3% | -21.8% |
| All | -8.6% | +30.5% | -39.1% | -21.8% |
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 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