+27.4%
IVZ vs TXG
-66.4%
+93.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | -2.4% | -15.4% | +13.0% | +1.1% |
| 30D | -11.2% | -22.1% | +10.9% | -6.8% |
| 3M | -14.0% | +30.0% | -44.0% | -21.5% |
| 6M | +0.5% | +160.7% | -160.2% | -23.7% |
| YTD | +5.4% | +263.5% | -258.0% | -27.4% |
| 1Y | +19.5% | +356.0% | -336.5% | -23.2% |
| 3Y | +128.7% | +53.4% | +75.3% | +78.9% |
| All | +27.4% | -66.4% | +93.7% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling