+150.1%
IVZ vs TLN
+583.6%
-433.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.2% |
| 7D | +0.6% | +7.1% | -6.4% | -1.0% |
| 30D | +4.0% | -3.9% | +7.9% | +4.6% |
| 3M | +18.2% | -16.2% | +34.3% | +22.2% |
| 6M | +32.8% | -5.8% | +38.6% | +32.4% |
| YTD | +28.7% | -15.4% | +44.2% | +30.9% |
| 1Y | +55.4% | -16.7% | +72.1% | +57.4% |
| 3Y | +135.2% | +473.8% | -338.5% | +46.4% |
| All | +150.1% | +583.6% | -433.5% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling