+63.4%
IVZ vs TDY
+455.3%
-391.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | +0.4% |
| 7D | +1.2% | -1.8% | +3.0% | +2.5% |
| 30D | +1.8% | -13.8% | +15.5% | +12.8% |
| 3M | +15.7% | -3.9% | +19.6% | +18.6% |
| 6M | +36.3% | -9.0% | +45.3% | +44.7% |
| YTD | +24.9% | +16.5% | +8.4% | +10.6% |
| 1Y | +48.9% | +9.3% | +39.7% | +37.6% |
| 3Y | +136.8% | +45.1% | +91.7% | +77.9% |
| 5Y | +60.0% | +35.0% | +25.0% | +25.1% |
| 10Y | +63.4% | +469.0% | -405.6% | -49.3% |
| All | +63.4% | +455.3% | -391.9% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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