+1,895.7%
TER vs IVZ
+60.3%
+1,835.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.5% |
| 7D | +12.4% | +1.2% | +11.2% | +11.5% |
| 30D | +5.1% | +1.8% | +3.4% | +4.0% |
| 3M | +4.0% | +15.7% | -11.8% | -3.9% |
| 6M | +29.5% | +36.3% | -6.8% | +10.3% |
| YTD | +98.5% | +24.9% | +73.5% | +76.2% |
| 1Y | +234.1% | +48.9% | +185.1% | +171.1% |
| 3Y | +289.0% | +136.8% | +152.2% | +141.7% |
| 5Y | +228.2% | +60.0% | +168.2% | +140.8% |
| 10Y | +1,895.7% | +63.4% | +1,832.3% | +1,324.5% |
| All | +1,895.7% | +60.3% | +1,835.3% | +1,324.5% |
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