+12,759.1%
TDG vs IVZ
+235.4%
+12,523.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -2.4% | +1.2% | -3.6% | -2.9% |
| 30D | -8.0% | +1.8% | -9.8% | -8.6% |
| 3M | -10.5% | +15.7% | -26.2% | -15.5% |
| 6M | -11.9% | +36.3% | -48.2% | -21.9% |
| YTD | -15.4% | +24.9% | -40.3% | -22.9% |
| 1Y | -14.2% | +48.9% | -63.1% | -27.1% |
| 3Y | +51.0% | +136.8% | -85.8% | +3.4% |
| 5Y | +126.5% | +60.0% | +66.5% | +74.6% |
| 10Y | +535.6% | +63.4% | +472.2% | +339.3% |
| All | +12,759.1% | +235.4% | +12,523.7% | +5,953.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling