-80.9%
TTD vs IVZ
+61.5%
-142.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -4.6% | +1.2% | -5.8% | -5.3% |
| 30D | +3.7% | +1.8% | +1.9% | +2.4% |
| 3M | -30.2% | +15.7% | -46.0% | -37.3% |
| 6M | -51.4% | +36.3% | -87.7% | -61.5% |
| YTD | -63.4% | +24.9% | -88.4% | -69.5% |
| 1Y | -73.5% | +48.9% | -122.5% | -80.6% |
| 3Y | -83.5% | +136.8% | -220.3% | -92.3% |
| 5Y | -80.9% | +60.0% | -140.9% | -87.6% |
| All | -80.9% | +61.5% | -142.4% | -87.6% |
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