+45.9%
TEM vs IVZ
+139.1%
-93.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.7% |
| 7D | -9.2% | -2.4% | -6.8% | -7.4% |
| 30D | +5.5% | +2.5% | +3.0% | +3.1% |
| 3M | +18.7% | +17.1% | +1.7% | +2.3% |
| 6M | +15.4% | +35.1% | -19.7% | -12.3% |
| YTD | -0.5% | +24.3% | -24.8% | -19.8% |
| 1Y | -24.8% | +48.7% | -73.5% | -49.1% |
| All | +45.9% | +139.1% | -93.1% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling