+102.5%
TNA vs IVZ
+132.2%
-29.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | -7.6% | -2.4% | -5.2% | -4.7% |
| 30D | -13.6% | +2.5% | -16.1% | -16.4% |
| 3M | +2.8% | +17.1% | -14.2% | -17.4% |
| 6M | +34.5% | +35.1% | -0.6% | -10.2% |
| YTD | +41.0% | +24.3% | +16.7% | +4.3% |
| 1Y | +52.0% | +48.7% | +3.3% | -11.4% |
| All | +102.5% | +132.2% | -29.7% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling