+4.7%
IYR vs TSEM
+212.9%
-208.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.8% |
| 7D | -1.4% | -4.9% | +3.5% | -1.4% |
| 30D | -2.7% | -18.7% | +16.1% | -2.9% |
| 3M | -2.1% | -18.1% | +16.0% | -2.2% |
| 6M | +3.6% | +77.1% | -73.5% | +2.4% |
| YTD | +8.1% | +80.1% | -72.0% | +6.6% |
| 1Y | +4.7% | +220.4% | -215.7% | +2.9% |
| All | +4.7% | +212.9% | -208.2% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling