+306.7%
TPR vs IVZ
+60.3%
+246.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | -7.3% | +1.2% | -8.5% | -8.0% |
| 30D | -30.7% | +1.8% | -32.5% | -31.8% |
| 3M | -21.6% | +15.7% | -37.4% | -29.2% |
| 6M | -21.3% | +36.3% | -57.7% | -36.0% |
| YTD | -10.2% | +24.9% | -35.1% | -23.7% |
| 1Y | +9.5% | +48.9% | -39.4% | -17.0% |
| 3Y | +280.8% | +136.8% | +144.0% | +105.5% |
| 5Y | +218.7% | +60.0% | +158.7% | +113.6% |
| 10Y | +306.7% | +63.4% | +243.3% | +96.3% |
| All | +306.7% | +60.3% | +246.3% | +96.3% |
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 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