+1,259.9%
TSEM vs IVZ
+64.1%
+1,195.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | +0.9% | -2.4% | +3.3% | +1.9% |
| 30D | -16.6% | +2.5% | -19.1% | -17.4% |
| 3M | -10.9% | +17.1% | -28.0% | -15.9% |
| 6M | +78.0% | +35.1% | +42.9% | +58.7% |
| YTD | +77.2% | +24.3% | +52.9% | +62.0% |
| 1Y | +207.6% | +48.7% | +158.9% | +163.3% |
| 3Y | +637.8% | +135.6% | +502.2% | +423.4% |
| 5Y | +617.0% | +60.3% | +556.7% | +461.7% |
| All | +1,259.9% | +64.1% | +1,195.8% | +954.9% |
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