+65.4%
IVZ vs TMF
-86.8%
+152.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.2% |
| 7D | +0.6% | -1.4% | +2.1% | +0.4% |
| 30D | +4.0% | -2.8% | +6.8% | +3.6% |
| 3M | +18.2% | -10.9% | +29.1% | +16.3% |
| 6M | +32.8% | -21.3% | +54.1% | +28.2% |
| YTD | +28.7% | -15.9% | +44.6% | +25.6% |
| 1Y | +55.4% | -15.7% | +71.1% | +51.9% |
| 3Y | +135.2% | -43.4% | +178.6% | +115.7% |
| 5Y | +64.2% | -87.8% | +151.9% | -7.0% |
| All | +65.4% | -86.8% | +152.2% | +25.3% |
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