+42.4%
IVZ vs TD
+302.8%
-260.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.2% |
| 7D | -2.8% | -3.1% | +0.3% | +0.8% |
| 30D | -2.2% | +6.7% | -8.8% | -8.3% |
| 3M | -8.1% | +3.1% | -11.2% | -11.2% |
| 6M | +3.8% | +17.6% | -13.9% | -12.9% |
| YTD | +11.5% | +34.8% | -23.3% | -19.3% |
| 1Y | +23.7% | +55.6% | -31.9% | -23.3% |
| 3Y | +145.8% | +133.1% | +12.7% | -3.2% |
| 5Y | +36.1% | +104.7% | -68.5% | -38.1% |
| 10Y | +42.4% | +303.6% | -261.1% | -66.4% |
| All | +42.4% | +302.8% | -260.3% | -66.4% |
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