+155.3%
IVZ vs TXG
+21.5%
+133.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -3.3% |
| 7D | +1.1% | +9.4% | -8.3% | -1.0% |
| 30D | +3.1% | +26.1% | -23.0% | -2.7% |
| 3M | +18.2% | +124.8% | -106.6% | -3.5% |
| 6M | +38.6% | +215.2% | -176.6% | +3.3% |
| YTD | +25.9% | +302.2% | -276.3% | -12.0% |
| 1Y | +51.7% | +370.9% | -319.3% | +0.1% |
| 3Y | +138.7% | +38.5% | +100.1% | +95.4% |
| 5Y | +62.8% | -64.4% | +127.1% | +60.4% |
| All | +155.3% | +21.5% | +133.8% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TXG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling