+256.1%
TPR vs IVZ
+27.3%
+228.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +14.2% | -2.4% | +16.6% | +15.0% |
| 30D | +17.1% | -11.2% | +28.3% | +24.0% |
| 3M | -17.7% | -14.0% | -3.7% | -11.8% |
| 6M | -10.2% | +0.5% | -10.6% | -12.5% |
| YTD | +4.9% | +5.4% | -0.5% | -1.9% |
| 1Y | +36.1% | +19.5% | +16.7% | +17.8% |
| 3Y | +416.5% | +128.7% | +287.8% | +185.2% |
| All | +256.1% | +27.3% | +228.8% | +195.0% |
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