+161.0%
IVZ vs TXG
+16.0%
+145.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +0.6% | +1.8% | -1.2% | +0.2% |
| 30D | +4.0% | +32.0% | -28.0% | -3.1% |
| 3M | +18.2% | +87.0% | -68.8% | +0.6% |
| 6M | +32.8% | +180.1% | -147.2% | +1.8% |
| YTD | +28.7% | +284.1% | -255.4% | -9.1% |
| 1Y | +55.4% | +361.7% | -306.3% | +3.0% |
| 3Y | +135.2% | +15.9% | +119.3% | +100.8% |
| 5Y | +64.2% | -66.2% | +130.4% | +63.7% |
| All | +161.0% | +16.0% | +145.0% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling