+41.5%
IVZ vs TD
+300.0%
-258.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +7.6% | +1.1% | +6.5% | +6.4% |
| 30D | +4.3% | +5.2% | -0.9% | -0.8% |
| 3M | -9.3% | +1.2% | -10.6% | -10.6% |
| 6M | +5.2% | +17.7% | -12.5% | -11.8% |
| YTD | +13.4% | +34.2% | -20.8% | -17.5% |
| 1Y | +25.4% | +55.4% | -30.0% | -22.2% |
| 3Y | +152.5% | +130.4% | +22.1% | +0.8% |
| 5Y | +36.7% | +101.8% | -65.1% | -36.8% |
| All | +41.5% | +300.0% | -258.5% | -64.5% |
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