+219.1%
TER vs IVZ
+63.4%
+155.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.6% |
| 7D | +11.0% | +1.1% | +9.9% | +10.0% |
| 30D | -1.9% | +3.1% | -5.0% | -3.9% |
| 3M | -0.7% | +18.2% | -18.8% | -10.8% |
| 6M | +36.4% | +38.6% | -2.3% | +11.4% |
| YTD | +92.4% | +25.9% | +66.5% | +65.6% |
| 1Y | +213.5% | +51.7% | +161.9% | +140.9% |
| 3Y | +277.2% | +138.7% | +138.6% | +109.0% |
| 5Y | +219.1% | +62.8% | +156.3% | +109.3% |
| All | +219.1% | +63.4% | +155.7% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling