+88.5%
TEM vs IVZ
+113.2%
-24.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.0% |
| 7D | +7.8% | +5.1% | +2.6% | +3.8% |
| 30D | +11.2% | -1.6% | +12.8% | +12.7% |
| 3M | +39.0% | -9.1% | +48.1% | +48.7% |
| 6M | +61.6% | +1.8% | +59.9% | +55.3% |
| YTD | +28.5% | +10.8% | +17.7% | +12.9% |
| 1Y | +6.7% | +19.1% | -12.4% | -12.5% |
| All | +88.5% | +113.2% | -24.6% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling