+130.0%
IVZ vs TXG
+7.8%
+122.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.7% |
| 7D | +7.6% | -1.8% | +9.4% | +8.0% |
| 30D | +4.3% | -20.4% | +24.7% | +9.0% |
| 3M | -9.3% | +0.1% | -9.4% | -11.5% |
| 6M | +5.2% | +176.2% | -170.9% | -20.2% |
| YTD | +13.4% | +256.8% | -243.3% | -20.2% |
| 1Y | +25.4% | +255.9% | -230.5% | -12.1% |
| 3Y | +152.5% | +60.2% | +92.3% | +96.1% |
| 5Y | +36.7% | -65.1% | +101.8% | +33.6% |
| All | +130.0% | +7.8% | +122.2% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling