+303.8%
IVZ vs TDY
+7,137.3%
-6,833.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +0.6% | -1.8% | +2.5% | +1.5% |
| 30D | +4.0% | -10.7% | +14.7% | +9.4% |
| 3M | +18.2% | -1.3% | +19.5% | +18.8% |
| 6M | +32.8% | -10.6% | +43.4% | +39.4% |
| YTD | +28.7% | +19.6% | +9.2% | +18.2% |
| 1Y | +55.4% | +11.6% | +43.7% | +46.9% |
| 3Y | +135.2% | +45.2% | +90.0% | +97.9% |
| 5Y | +64.2% | +36.1% | +28.1% | +42.4% |
| 10Y | +64.6% | +458.8% | -394.2% | -20.1% |
| All | +303.8% | +7,137.3% | -6,833.5% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling