-68.3%
TSEM vs IVZ
+973.1%
-1,041.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.4% | -9.3% | -7.7% |
| 7D | +7.0% | +7.6% | -0.7% | +4.5% |
| 30D | -29.8% | +4.3% | -34.1% | -30.5% |
| 3M | -41.9% | -9.3% | -32.6% | -39.8% |
| 6M | -45.8% | +5.2% | -51.0% | -46.3% |
| YTD | +25.1% | +13.4% | +11.6% | +20.3% |
| 1Y | +48.2% | +25.4% | +22.9% | +38.1% |
| 3Y | +476.5% | +152.5% | +324.0% | +327.6% |
| 5Y | +301.4% | +36.7% | +264.8% | +247.2% |
| 10Y | +812.9% | +45.0% | +767.9% | +615.8% |
| All | -68.3% | +973.1% | -1,041.4% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling