+8,433.2%
TPR vs IVZ
+47.7%
+8,385.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.3% |
| 7D | +6.4% | -2.8% | +9.2% | +7.2% |
| 30D | +13.8% | -2.2% | +15.9% | +14.2% |
| 3M | -16.6% | -8.1% | -8.5% | -14.3% |
| 6M | +0.7% | +3.8% | -3.1% | -2.8% |
| YTD | +5.3% | +11.5% | -6.1% | -2.5% |
| 1Y | +32.4% | +23.7% | +8.7% | +16.5% |
| 3Y | +406.4% | +145.8% | +260.6% | +214.9% |
| 5Y | +227.9% | +36.1% | +191.8% | +165.0% |
| 10Y | +371.7% | +42.4% | +329.3% | +247.5% |
| All | +8,433.2% | +47.7% | +8,385.5% | +4,178.2% |
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