+38.9%
IGV vs TSEM
+663.1%
-624.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -1.5% | +4.7% | -6.3% | -2.1% |
| 30D | -3.0% | -14.2% | +11.2% | -1.4% |
| 3M | +9.6% | -5.0% | +14.6% | +7.9% |
| 6M | +16.1% | +87.6% | -71.5% | -3.6% |
| YTD | -3.6% | +84.4% | -88.1% | -21.0% |
| 1Y | -7.8% | +235.4% | -243.2% | -36.9% |
| All | +38.9% | +663.1% | -624.3% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling