+128.2%
IVZ vs TXG
+20.5%
+107.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.7% | -3.0% | +4.6% |
| 7D | +4.1% | +5.5% | -1.4% | +2.9% |
| 30D | -2.0% | -19.3% | +17.3% | +2.0% |
| 3M | -7.8% | +25.0% | -32.9% | -14.5% |
| 6M | +6.3% | +201.2% | -194.8% | -20.9% |
| YTD | +12.6% | +298.8% | -286.3% | -22.7% |
| 1Y | +27.6% | +326.6% | -298.9% | -14.3% |
| 3Y | +154.0% | +78.3% | +75.7% | +92.7% |
| 5Y | +37.3% | -61.3% | +98.6% | +31.2% |
| All | +128.2% | +20.5% | +107.7% | +42.5% |
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