-33.5%
TEM vs IVZ
+49.7%
-83.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.2% |
| 7D | -8.7% | -2.4% | -6.3% | -7.4% |
| 30D | +8.1% | +3.0% | +5.0% | +6.0% |
| 3M | +19.0% | +14.9% | +4.1% | +8.3% |
| 6M | +12.0% | +36.7% | -24.7% | -9.2% |
| YTD | -0.1% | +25.7% | -25.7% | -15.9% |
| 1Y | -33.5% | +47.7% | -81.2% | -49.5% |
| All | -33.5% | +49.7% | -83.2% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling