+217.3%
IVZ vs TMF
-69.1%
+286.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.6% | -8.6% | -7.9% |
| 7D | -6.7% | +2.7% | -9.4% | -6.1% |
| 30D | -10.9% | +19.3% | -30.2% | -7.2% |
| 3M | -14.8% | -3.7% | -11.2% | -15.4% |
| 6M | +2.4% | -11.3% | +13.7% | -0.2% |
| YTD | +5.4% | -16.6% | +22.0% | +1.3% |
| 1Y | +19.6% | -21.1% | +40.7% | +13.5% |
| 3Y | +122.4% | -26.8% | +149.3% | +112.4% |
| 5Y | +28.8% | -88.0% | +116.8% | -28.3% |
| 10Y | +52.3% | -84.7% | +137.0% | +13.1% |
| All | +217.3% | -69.1% | +286.5% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling