-44.8%
TOST vs IVZ
+47.1%
-91.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +3.0% | +2.2% | +0.8% | +0.9% |
| 30D | +10.3% | -2.2% | +12.4% | +11.2% |
| 3M | -3.3% | -8.4% | +5.2% | +1.7% |
| 6M | +37.8% | +6.2% | +31.6% | +28.2% |
| YTD | -2.8% | +12.4% | -15.2% | -15.1% |
| 1Y | -9.6% | +26.0% | -35.6% | -27.9% |
| 3Y | +144.6% | +147.9% | -3.2% | +2.1% |
| 5Y | -31.0% | +38.8% | -69.7% | -51.9% |
| All | -44.8% | +47.1% | -91.8% | -63.1% |
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