-30.4%
TOST vs IVZ
+35.0%
-65.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -4.7% | +5.1% | -9.8% | -8.1% |
| 30D | +8.5% | -1.6% | +10.1% | +9.0% |
| 3M | -1.6% | -9.1% | +7.5% | +4.1% |
| 6M | +44.1% | +1.8% | +42.3% | +38.3% |
| YTD | -5.6% | +10.8% | -16.4% | -16.8% |
| 1Y | -12.6% | +19.1% | -31.7% | -27.3% |
| 3Y | +137.6% | +144.4% | -6.9% | -0.7% |
| 5Y | -30.4% | +33.6% | -63.9% | -45.3% |
| All | -30.4% | +35.0% | -65.4% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling