+128.7%
IVZ vs TLN
+496.7%
-367.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.2% | -4.8% | -7.3% |
| 7D | -6.7% | -9.4% | +2.7% | -4.7% |
| 30D | -10.9% | -15.2% | +4.4% | -7.7% |
| 3M | -14.8% | -4.1% | -10.7% | -15.0% |
| 6M | +2.4% | -17.8% | +20.2% | +5.3% |
| YTD | +5.4% | -15.6% | +21.1% | +6.4% |
| 1Y | +19.6% | -21.6% | +41.2% | +22.3% |
| All | +128.7% | +496.7% | -367.9% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling