+3,037.4%
TRV vs IVZ
+1,090.9%
+1,946.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | +0.5% | +1.1% | -0.6% | +0.1% |
| 30D | -4.9% | +3.1% | -7.9% | -5.8% |
| 3M | +23.7% | +18.2% | +5.6% | +16.9% |
| 6M | +20.3% | +38.6% | -18.3% | +7.9% |
| YTD | +27.1% | +25.9% | +1.1% | +16.6% |
| 1Y | +35.3% | +51.7% | -16.3% | +17.1% |
| 3Y | +139.8% | +138.7% | +1.2% | +74.5% |
| 5Y | +153.9% | +62.8% | +91.1% | +99.7% |
| 10Y | +285.9% | +60.9% | +224.9% | +179.4% |
| All | +3,037.4% | +1,090.9% | +1,946.5% | +984.4% |
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