+359.4%
TPR vs IVZ
+41.1%
+318.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.2% |
| 7D | +6.4% | -2.8% | +9.2% | +7.4% |
| 30D | +13.8% | -2.2% | +15.9% | +14.3% |
| 3M | -16.6% | -8.1% | -8.5% | -13.7% |
| 6M | +0.7% | +3.8% | -3.1% | -4.1% |
| YTD | +5.3% | +11.5% | -6.1% | -5.2% |
| 1Y | +32.4% | +23.7% | +8.7% | +11.3% |
| 3Y | +406.4% | +145.8% | +260.6% | +163.4% |
| 5Y | +227.9% | +36.1% | +191.8% | +141.6% |
| All | +359.4% | +41.1% | +318.3% | +137.7% |
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