+77.9%
TEM vs IVZ
+118.2%
-40.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.4% | -8.0% | -7.5% |
| 7D | -5.9% | +7.6% | -13.5% | -11.1% |
| 30D | +4.8% | +4.3% | +0.5% | +1.4% |
| 3M | +31.9% | -9.3% | +41.2% | +41.4% |
| 6M | +56.0% | +5.2% | +50.7% | +45.5% |
| YTD | +21.3% | +13.4% | +7.8% | +4.4% |
| 1Y | +5.4% | +25.4% | -20.0% | -17.5% |
| All | +77.9% | +118.2% | -40.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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