+124.3%
TDG vs IVZ
+61.1%
+63.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -1.9% | -2.4% | +0.5% | -1.1% |
| 30D | -7.7% | +3.0% | -10.7% | -8.6% |
| 3M | -9.3% | +14.9% | -24.2% | -13.6% |
| 6M | -9.4% | +36.7% | -46.1% | -18.6% |
| YTD | -14.3% | +25.7% | -39.9% | -21.2% |
| 1Y | -11.8% | +47.7% | -59.5% | -23.6% |
| 3Y | +52.0% | +138.8% | -86.9% | +5.2% |
| All | +124.3% | +61.1% | +63.2% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling