+158.5%
TRV vs IVZ
+57.9%
+100.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -1.5% | -2.4% | +0.9% | -1.1% |
| 30D | -1.8% | +2.5% | -4.3% | -2.2% |
| 3M | +21.6% | +17.1% | +4.5% | +17.9% |
| 6M | +22.5% | +35.1% | -12.7% | +15.3% |
| YTD | +28.1% | +24.3% | +3.8% | +22.1% |
| 1Y | +37.0% | +48.7% | -11.6% | +25.7% |
| 3Y | +141.9% | +135.6% | +6.3% | +97.6% |
| 5Y | +158.5% | +60.3% | +98.2% | +125.1% |
| All | +158.5% | +57.9% | +100.6% | +125.1% |
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