+377.9%
TPR vs IVZ
+45.8%
+332.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +14.2% | -2.4% | +16.6% | +15.1% |
| 30D | +17.1% | -11.2% | +28.3% | +24.7% |
| 3M | -17.7% | -14.0% | -3.7% | -11.2% |
| 6M | -10.2% | +0.5% | -10.6% | -12.6% |
| YTD | +4.9% | +5.4% | -0.5% | -2.3% |
| 1Y | +36.1% | +19.5% | +16.7% | +17.0% |
| 3Y | +416.5% | +128.7% | +287.8% | +180.7% |
| 5Y | +254.8% | +28.8% | +226.0% | +170.7% |
| All | +377.9% | +45.8% | +332.1% | +149.5% |
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