-9.3%
TDG vs IVZ
+56.4%
-65.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -2.0% | +0.6% | -2.7% | -2.2% |
| 30D | -7.4% | +4.0% | -11.4% | -8.2% |
| 3M | -5.4% | +18.2% | -23.6% | -8.8% |
| 6M | -11.6% | +32.8% | -44.5% | -17.4% |
| YTD | -12.6% | +28.7% | -41.4% | -17.7% |
| 1Y | -9.3% | +55.4% | -64.7% | -15.4% |
| All | -9.3% | +56.4% | -65.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling