+32.4%
TPR vs IVZ
+25.0%
+7.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.4% |
| 7D | +6.4% | -2.8% | +9.2% | +6.9% |
| 30D | +13.8% | -2.2% | +15.9% | +14.0% |
| 3M | -16.6% | -8.1% | -8.5% | -15.0% |
| 6M | +0.7% | +3.8% | -3.1% | -2.7% |
| YTD | +5.3% | +11.5% | -6.1% | -3.4% |
| 1Y | +32.4% | +23.7% | +8.7% | +15.3% |
| All | +32.4% | +25.0% | +7.4% | +15.3% |
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 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