+66.9%
IYR vs TSEM
+1,313.0%
-1,246.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -1.4% | -4.9% | +3.5% | -0.9% |
| 30D | -2.7% | -18.7% | +16.1% | -0.7% |
| 3M | -2.1% | -18.1% | +16.0% | -1.4% |
| 6M | +3.6% | +77.1% | -73.5% | -7.3% |
| YTD | +8.1% | +80.1% | -72.0% | -4.2% |
| 1Y | +4.7% | +220.4% | -215.7% | -15.6% |
| 3Y | +29.1% | +650.1% | -620.9% | -12.1% |
| 5Y | +6.9% | +628.9% | -622.0% | -28.3% |
| All | +66.9% | +1,313.0% | -1,246.0% | -6.0% |
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