+50.5%
IVZ vs TMF
-83.0%
+133.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | +4.1% | +0.6% | +3.5% | +4.2% |
| 30D | -2.0% | +16.3% | -18.3% | +0.1% |
| 3M | -7.8% | -2.7% | -5.2% | -8.1% |
| 6M | +6.3% | -13.2% | +19.5% | +4.3% |
| YTD | +12.6% | -16.7% | +29.2% | +9.8% |
| 1Y | +27.6% | -22.7% | +50.4% | +23.1% |
| 3Y | +154.0% | -26.1% | +180.1% | +148.4% |
| 5Y | +37.3% | -88.4% | +125.7% | -25.0% |
| 10Y | +50.5% | -81.8% | +132.4% | +13.6% |
| All | +50.5% | -83.0% | +133.6% | +13.6% |
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