+417.0%
TTMI vs IVZ
+36.0%
+381.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.2% | -4.3% |
| 7D | +11.4% | +7.6% | +3.8% | +6.6% |
| 30D | -28.3% | +4.3% | -32.6% | -29.6% |
| 3M | -46.7% | -9.3% | -37.3% | -42.9% |
| 6M | -56.1% | +5.2% | -61.4% | -57.0% |
| YTD | +7.4% | +13.4% | -6.1% | +0.3% |
| 1Y | +17.4% | +25.4% | -8.0% | +3.9% |
| 3Y | +429.1% | +152.5% | +276.6% | +211.8% |
| All | +417.0% | +36.0% | +381.0% | +271.6% |
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