+240.4%
TPR vs IVZ
+64.2%
+176.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -2.3% | +0.6% | -2.9% | -2.7% |
| 30D | -23.0% | +4.0% | -27.0% | -25.0% |
| 3M | -12.5% | +18.2% | -30.6% | -21.2% |
| 6M | -21.4% | +32.8% | -54.3% | -34.0% |
| YTD | -3.5% | +28.7% | -32.3% | -18.3% |
| 1Y | +17.4% | +55.4% | -38.0% | -11.3% |
| 3Y | +291.3% | +135.2% | +156.0% | +120.5% |
| All | +240.4% | +64.2% | +176.2% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling