-44.5%
TOST vs IVZ
+37.9%
-82.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | -2.4% | +11.9% | +10.9% |
| 30D | +13.5% | -11.2% | +24.7% | +22.5% |
| 3M | -0.1% | -14.0% | +13.8% | +9.9% |
| 6M | +22.5% | +0.5% | +22.0% | +18.0% |
| YTD | -2.4% | +5.4% | -7.8% | -10.8% |
| 1Y | -4.7% | +19.5% | -24.2% | -21.1% |
| 3Y | +103.2% | +128.7% | -25.5% | -9.7% |
| 5Y | -41.2% | +28.8% | -70.0% | -56.8% |
| All | -44.5% | +37.9% | -82.5% | -61.2% |
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