+356.3%
IGV vs TSEM
+1,289.9%
-933.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.2% |
| 7D | -5.4% | +0.9% | -6.3% | -5.7% |
| 30D | -2.6% | -16.6% | +14.0% | +0.8% |
| 3M | +10.5% | -10.9% | +21.4% | +9.6% |
| 6M | +18.2% | +78.0% | -59.8% | -6.1% |
| YTD | -4.2% | +77.2% | -81.4% | -25.0% |
| 1Y | -9.8% | +207.6% | -217.4% | -40.8% |
| 3Y | +39.1% | +637.8% | -598.7% | -32.7% |
| 5Y | +21.2% | +617.0% | -595.8% | -42.6% |
| All | +356.3% | +1,289.9% | -933.6% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling