-13.3%
TSLA vs IVZ
+30.5%
-43.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -5.4% |
| 7D | -4.7% | +2.6% | -7.4% | -6.1% |
| 30D | +1.7% | -3.5% | +5.2% | +3.4% |
| 3M | +17.7% | -7.4% | +25.1% | +22.1% |
| 6M | -1.9% | +14.7% | -16.6% | -7.9% |
| YTD | -14.3% | +14.6% | -29.0% | -20.1% |
| 1Y | -13.3% | +30.7% | -44.0% | -24.2% |
| All | -13.3% | +30.5% | -43.8% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling