+28.8%
IVZ vs TMF
-87.8%
+116.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.6% | -8.6% | -8.1% |
| 7D | -6.7% | +2.7% | -9.4% | -6.9% |
| 30D | -10.9% | +19.3% | -30.2% | -12.4% |
| 3M | -14.8% | -3.7% | -11.2% | -14.6% |
| 6M | +2.4% | -11.3% | +13.7% | +3.4% |
| YTD | +5.4% | -16.6% | +22.0% | +6.9% |
| 1Y | +19.6% | -21.1% | +40.7% | +21.8% |
| 3Y | +122.4% | -26.8% | +149.3% | +125.1% |
| 5Y | +28.8% | -88.0% | +116.8% | +5.3% |
| All | +28.8% | -87.8% | +116.6% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling