+786.5%
TSEM vs IVZ
+43.7%
+742.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.4% | -9.3% | -7.9% |
| 7D | +7.0% | +7.6% | -0.7% | +3.9% |
| 30D | -29.8% | +4.3% | -34.1% | -30.7% |
| 3M | -41.9% | -9.3% | -32.6% | -39.4% |
| 6M | -45.8% | +5.2% | -51.0% | -46.5% |
| YTD | +25.1% | +13.4% | +11.6% | +19.1% |
| 1Y | +48.2% | +25.4% | +22.9% | +35.9% |
| 3Y | +476.5% | +152.5% | +324.0% | +303.4% |
| 5Y | +301.4% | +36.7% | +264.8% | +236.7% |
| All | +786.5% | +43.7% | +742.8% | +621.2% |
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 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