+1,291.1%
TER vs IVZ
+963.1%
+327.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -8.9% | +2.2% | -11.1% | -9.4% |
| 30D | -39.1% | -2.2% | -36.9% | -38.1% |
| 3M | -32.8% | -8.4% | -24.3% | -29.4% |
| 6M | -31.7% | +6.2% | -37.9% | -33.3% |
| YTD | +26.9% | +12.4% | +14.5% | +20.8% |
| 1Y | +33.6% | +26.0% | +7.6% | +20.2% |
| 3Y | +181.5% | +147.9% | +33.7% | +79.9% |
| 5Y | +76.1% | +38.8% | +37.4% | +46.0% |
| 10Y | +1,006.2% | +44.6% | +961.6% | +700.3% |
| All | +1,291.1% | +963.1% | +327.9% | +372.3% |
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 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