+118.6%
IVZ vs TLN
+683.0%
-564.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.2% | -0.5% | +5.1% |
| 7D | +4.1% | +9.1% | -4.9% | +1.8% |
| 30D | -2.0% | -4.1% | +2.0% | -1.4% |
| 3M | -7.8% | +4.4% | -12.3% | -9.8% |
| 6M | +6.3% | -6.0% | +12.3% | +5.9% |
| YTD | +12.6% | -3.1% | +15.7% | +9.9% |
| 1Y | +27.6% | -6.1% | +33.7% | +25.1% |
| 3Y | +154.0% | +575.3% | -421.3% | +50.8% |
| All | +118.6% | +683.0% | -564.4% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling