+766.8%
IVZ vs TD
+7,985.3%
-7,218.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -2.4% | -1.7% | -0.8% | -0.8% |
| 30D | -11.2% | +8.2% | -19.5% | -17.1% |
| 3M | -14.0% | +1.7% | -15.7% | -15.4% |
| 6M | +0.5% | +14.2% | -13.8% | -10.8% |
| YTD | +5.4% | +32.8% | -27.3% | -18.1% |
| 1Y | +19.5% | +55.5% | -36.0% | -19.3% |
| 3Y | +128.7% | +129.6% | -0.9% | +8.6% |
| 5Y | +28.8% | +102.2% | -73.4% | -31.1% |
| 10Y | +52.3% | +306.3% | -254.0% | -53.0% |
| All | +766.8% | +7,985.3% | -7,218.5% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling