+65.1%
IVZ vs TMF
-87.5%
+152.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +0.6% | -1.4% | +2.1% | +0.8% |
| 30D | +4.0% | -2.8% | +6.8% | +4.2% |
| 3M | +18.2% | -10.9% | +29.1% | +19.2% |
| 6M | +32.8% | -21.3% | +54.1% | +35.2% |
| YTD | +28.7% | -15.9% | +44.6% | +30.4% |
| 1Y | +55.4% | -15.7% | +71.1% | +57.1% |
| 3Y | +135.2% | -43.4% | +178.6% | +138.7% |
| All | +65.1% | -87.5% | +152.6% | +36.3% |
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