+104.8%
IVZ vs TLN
+630.2%
-525.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -1.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.4% |
| 30D | -11.2% | -10.5% | -0.7% | -9.3% |
| 3M | -14.0% | +0.1% | -14.1% | -15.0% |
| 6M | +0.5% | -17.4% | +17.9% | +3.2% |
| YTD | +5.4% | -9.7% | +15.1% | +4.6% |
| 1Y | +19.5% | -12.3% | +31.7% | +18.9% |
| 3Y | +128.7% | +528.3% | -399.6% | +38.1% |
| All | +104.8% | +630.2% | -525.4% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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