+938.5%
IGV vs TSEM
-2.1%
+940.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.7% | +0.7% |
| 7D | +2.3% | +7.0% | -4.6% | +1.3% |
| 30D | -6.0% | -29.8% | +23.8% | -1.9% |
| 3M | -4.8% | -41.9% | +37.1% | +1.3% |
| 6M | +14.2% | -45.8% | +60.0% | +20.4% |
| YTD | -4.2% | +25.1% | -29.3% | -12.3% |
| 1Y | -5.3% | +48.2% | -53.5% | -15.5% |
| 3Y | +38.8% | +476.5% | -437.7% | 0.0% |
| 5Y | +14.2% | +301.4% | -287.2% | -14.4% |
| 10Y | +357.6% | +812.9% | -455.4% | +201.6% |
| All | +938.5% | -2.1% | +940.6% | +676.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling