-23.0%
TNA vs IVZ
+61.1%
-84.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | -0.4% |
| 7D | -7.3% | -2.4% | -4.9% | -4.2% |
| 30D | -14.2% | +3.0% | -17.2% | -17.7% |
| 3M | -4.6% | +14.9% | -19.4% | -22.5% |
| 6M | +36.9% | +36.7% | +0.2% | -12.0% |
| YTD | +42.5% | +25.7% | +16.9% | +2.1% |
| 1Y | +45.8% | +47.7% | -1.9% | -16.4% |
| 3Y | +104.7% | +138.8% | -34.2% | -38.4% |
| All | -23.0% | +61.1% | -84.1% | -56.8% |
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