-0.7%
TFC vs IVZ
+37.2%
-37.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | +2.2% | -0.4% | +0.3% |
| 30D | +9.0% | -2.2% | +11.2% | +9.7% |
| 3M | -2.1% | -8.4% | +6.3% | +1.9% |
| 6M | +3.4% | +6.2% | -2.8% | -1.7% |
| YTD | +5.3% | +12.4% | -7.1% | -4.1% |
| 1Y | +16.2% | +26.0% | -9.8% | -1.3% |
| 3Y | +94.8% | +147.9% | -53.1% | +5.5% |
| 5Y | -0.7% | +38.8% | -39.4% | -25.3% |
| All | -0.7% | +37.2% | -37.9% | -25.3% |
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