+1,297.6%
TNA vs IVZ
+464.6%
+833.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | +1.6% |
| 7D | +4.1% | +1.1% | +3.0% | +2.4% |
| 30D | -7.6% | +3.1% | -10.7% | -11.5% |
| 3M | +8.1% | +18.2% | -10.1% | -14.8% |
| 6M | +49.0% | +38.6% | +10.4% | -4.3% |
| YTD | +51.7% | +25.9% | +25.8% | +9.9% |
| 1Y | +59.6% | +51.7% | +7.9% | -9.0% |
| 3Y | +118.9% | +138.7% | -19.8% | -27.1% |
| 5Y | -19.2% | +62.8% | -82.0% | -50.6% |
| 10Y | +77.2% | +60.9% | +16.3% | +24.7% |
| All | +1,297.6% | +464.6% | +833.0% | +159.6% |
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 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