+1,923.9%
TER vs IVZ
+1,117.8%
+806.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.0% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | -8.3% | +4.0% | -12.3% | -10.0% |
| 3M | -12.2% | +18.2% | -30.4% | -18.9% |
| 6M | +17.1% | +32.8% | -15.8% | +2.6% |
| YTD | +84.7% | +28.7% | +55.9% | +63.5% |
| 1Y | +199.9% | +55.4% | +144.5% | +142.9% |
| 3Y | +232.8% | +135.2% | +97.6% | +116.0% |
| 5Y | +198.6% | +64.2% | +134.4% | +125.8% |
| 10Y | +1,669.7% | +64.6% | +1,605.1% | +1,091.8% |
| All | +1,923.9% | +1,117.8% | +806.1% | +539.6% |
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