+138.7%
IVZ vs TDY
+47.5%
+91.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.6% |
| 7D | +1.1% | -0.9% | +2.0% | +1.7% |
| 30D | +3.1% | -12.5% | +15.6% | +12.6% |
| 3M | +18.2% | -1.2% | +19.4% | +18.8% |
| 6M | +38.6% | -6.6% | +45.2% | +44.2% |
| YTD | +25.9% | +18.5% | +7.4% | +9.8% |
| 1Y | +51.7% | +10.8% | +40.9% | +38.4% |
| 3Y | +138.7% | +47.5% | +91.2% | +71.8% |
| All | +138.7% | +47.5% | +91.1% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling