+13.6%
TPR vs IVZ
+51.7%
-38.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.9% |
| 7D | -3.4% | +1.1% | -4.5% | -3.8% |
| 30D | -27.3% | +3.1% | -30.4% | -28.4% |
| 3M | -16.2% | +18.2% | -34.4% | -22.4% |
| 6M | -17.9% | +38.6% | -56.5% | -28.9% |
| YTD | -7.1% | +25.9% | -33.0% | -18.3% |
| 1Y | +13.6% | +51.7% | -38.1% | -9.4% |
| All | +13.6% | +51.7% | -38.1% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling