+49.0%
IVZ vs TMF
-84.4%
+133.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.4% | +1.2% | -3.7% | -2.3% |
| 30D | -11.2% | +19.7% | -31.0% | -8.8% |
| 3M | -14.0% | -2.1% | -11.9% | -14.1% |
| 6M | +0.5% | -13.4% | +13.9% | -1.5% |
| YTD | +5.4% | -16.7% | +22.2% | +2.8% |
| 1Y | +19.5% | -23.3% | +42.8% | +15.0% |
| 3Y | +128.7% | -24.8% | +153.5% | +124.5% |
| 5Y | +28.8% | -88.0% | +116.8% | -28.9% |
| All | +49.0% | -84.4% | +133.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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