+973.2%
IGV vs TSEM
+48.2%
+925.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.8% | -10.1% | -3.3% |
| 7D | -4.5% | +6.9% | -11.4% | -5.5% |
| 30D | +3.2% | +5.3% | -2.1% | +2.1% |
| 3M | +4.5% | -14.9% | +19.4% | +4.9% |
| 6M | +22.1% | +80.0% | -57.9% | +8.1% |
| YTD | -1.0% | +89.4% | -90.4% | -13.5% |
| 1Y | -2.1% | +253.1% | -255.2% | -22.3% |
| 3Y | +44.6% | +642.1% | -597.5% | +1.6% |
| 5Y | +22.2% | +659.1% | -636.9% | -15.3% |
| 10Y | +364.7% | +1,291.4% | -926.6% | +192.0% |
| All | +973.2% | +48.2% | +925.0% | +665.5% |
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