+7,716.4%
TPR vs IVZ
+70.6%
+7,645.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -2.3% | +0.6% | -2.9% | -2.6% |
| 30D | -23.0% | +4.0% | -27.0% | -24.7% |
| 3M | -12.5% | +18.2% | -30.6% | -19.8% |
| 6M | -21.4% | +32.8% | -54.3% | -32.0% |
| YTD | -3.5% | +28.7% | -32.3% | -15.9% |
| 1Y | +17.4% | +55.4% | -38.0% | -6.6% |
| 3Y | +291.3% | +135.2% | +156.0% | +149.6% |
| 5Y | +241.9% | +64.2% | +177.7% | +154.0% |
| 10Y | +322.7% | +64.6% | +258.1% | +192.6% |
| All | +7,716.4% | +70.6% | +7,645.9% | +3,589.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling