+60.9%
IVZ vs TD
+295.4%
-234.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.2% |
| 7D | +1.1% | +0.9% | +0.2% | +0.1% |
| 30D | +3.1% | -0.7% | +3.7% | +3.6% |
| 3M | +18.2% | +6.3% | +11.9% | +10.5% |
| 6M | +38.6% | +27.9% | +10.7% | +6.1% |
| YTD | +25.9% | +29.8% | -3.9% | -5.2% |
| 1Y | +51.7% | +63.7% | -12.0% | -10.9% |
| 3Y | +138.7% | +128.3% | +10.3% | -4.2% |
| 5Y | +62.8% | +125.5% | -62.7% | -33.9% |
| 10Y | +60.9% | +296.7% | -235.8% | -62.0% |
| All | +60.9% | +295.4% | -234.5% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling