+14,970.1%
TSCO vs IVZ
+1,081.7%
+13,888.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.5% |
| 7D | -2.5% | +1.2% | -3.6% | -2.8% |
| 30D | -1.1% | +1.8% | -2.9% | -1.6% |
| 3M | +14.3% | +15.7% | -1.5% | +9.7% |
| 6M | -31.9% | +36.3% | -68.2% | -37.5% |
| YTD | -30.7% | +24.9% | -55.6% | -35.3% |
| 1Y | -41.1% | +48.9% | -90.0% | -47.5% |
| 3Y | -17.1% | +136.8% | -154.0% | -36.1% |
| 5Y | -7.5% | +60.0% | -67.5% | -23.4% |
| 10Y | +192.6% | +63.4% | +129.2% | +121.0% |
| All | +14,970.1% | +1,081.7% | +13,888.4% | +6,465.2% |
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