+958.5%
IVZ vs TD
+7,879.0%
-6,920.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.3% |
| 7D | +0.6% | +0.3% | +0.3% | +0.3% |
| 30D | +4.0% | +0.4% | +3.6% | +3.5% |
| 3M | +18.2% | +7.6% | +10.5% | +10.6% |
| 6M | +32.8% | +25.0% | +7.8% | +8.9% |
| YTD | +28.7% | +31.0% | -2.3% | +1.2% |
| 1Y | +55.4% | +65.2% | -9.8% | -0.5% |
| 3Y | +135.2% | +122.5% | +12.7% | +14.7% |
| 5Y | +64.2% | +124.8% | -60.6% | -19.9% |
| 10Y | +64.6% | +298.2% | -233.6% | -48.3% |
| All | +958.5% | +7,879.0% | -6,920.5% | -21.5% |
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 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