-7.5%
IGV vs TSEM
+79.9%
-87.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.7% | +9.6% | +1.1% |
| 7D | -7.5% | -23.1% | +15.6% | -6.9% |
| 30D | -5.6% | -40.4% | +34.8% | -4.7% |
| 3M | +1.5% | -37.9% | +39.4% | +2.5% |
| 6M | +17.1% | -30.8% | +47.9% | +16.6% |
| YTD | -2.0% | +26.7% | -28.7% | -8.3% |
| 1Y | -7.5% | +80.5% | -88.0% | -19.7% |
| All | -7.5% | +79.9% | -87.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling