+328.6%
TMO vs IVZ
+65.9%
+262.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -0.6% | -2.4% | +1.7% | 0.0% |
| 30D | +1.1% | +3.0% | -1.9% | +0.3% |
| 3M | +28.3% | +14.9% | +13.5% | +23.0% |
| 6M | +23.3% | +36.7% | -13.5% | +12.5% |
| YTD | +5.5% | +25.7% | -20.2% | -1.8% |
| 1Y | +24.5% | +47.7% | -23.1% | +10.8% |
| 3Y | +19.6% | +138.8% | -119.3% | -8.6% |
| 5Y | +8.1% | +62.1% | -54.0% | -11.5% |
| All | +328.6% | +65.9% | +262.7% | +242.0% |
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