+2,609.1%
TMO vs IVZ
+1,081.7%
+1,527.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -0.5% | +1.2% | -1.6% | -0.8% |
| 30D | +1.0% | +1.8% | -0.8% | +0.4% |
| 3M | +22.7% | +15.7% | +7.0% | +17.1% |
| 6M | +19.0% | +36.3% | -17.3% | +8.3% |
| YTD | +4.7% | +24.9% | -20.2% | -2.6% |
| 1Y | +26.0% | +48.9% | -22.9% | +11.3% |
| 3Y | +18.0% | +136.8% | -118.8% | -10.6% |
| 5Y | +8.0% | +60.0% | -52.0% | -11.1% |
| 10Y | +333.8% | +63.4% | +270.4% | +221.7% |
| All | +2,609.1% | +1,081.7% | +1,527.4% | +894.8% |
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