-63.4%
TTD vs IVZ
+22.9%
-86.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.4% |
| 7D | +21.3% | +7.6% | +13.7% | +18.0% |
| 30D | +28.7% | +4.3% | +24.4% | +26.7% |
| 3M | +7.7% | -9.3% | +17.0% | +10.1% |
| 6M | -23.5% | +5.2% | -28.7% | -25.3% |
| YTD | -58.7% | +13.4% | -72.1% | -60.3% |
| 1Y | -63.4% | +25.4% | -88.8% | -66.9% |
| All | -63.4% | +22.9% | -86.3% | -66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling