+309.3%
TEL vs IVZ
+65.9%
+243.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.1% |
| 7D | +1.6% | -2.4% | +4.0% | +2.7% |
| 30D | -0.7% | +3.0% | -3.7% | -1.9% |
| 3M | +2.4% | +14.9% | -12.4% | -4.0% |
| 6M | +4.1% | +36.7% | -32.6% | -9.7% |
| YTD | -5.8% | +25.7% | -31.5% | -15.7% |
| 1Y | +0.9% | +47.7% | -46.8% | -16.0% |
| 3Y | +72.6% | +138.8% | -66.2% | +12.5% |
| 5Y | +57.5% | +62.1% | -4.5% | +17.6% |
| All | +309.3% | +65.9% | +243.5% | +179.3% |
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