-44.4%
TOST vs IVZ
+47.3%
-91.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | -4.3% |
| 7D | +4.0% | +4.1% | -0.1% | +0.7% |
| 30D | +11.1% | -2.0% | +13.1% | +11.9% |
| 3M | +0.8% | -7.8% | +8.7% | +5.6% |
| 6M | +38.8% | +6.3% | +32.5% | +29.0% |
| YTD | -2.1% | +12.6% | -14.6% | -14.6% |
| 1Y | -6.0% | +27.6% | -33.7% | -25.8% |
| 3Y | +149.8% | +154.0% | -4.2% | +1.9% |
| 5Y | -42.8% | +37.3% | -80.1% | -59.8% |
| All | -44.4% | +47.3% | -91.6% | -62.8% |
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 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