+46.2%
TSLA vs IVZ
+61.5%
-15.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | +3.0% | +1.2% | +1.9% | +2.2% |
| 30D | +11.2% | +1.8% | +9.4% | +9.8% |
| 3M | -7.3% | +15.7% | -23.0% | -15.5% |
| 6M | -7.7% | +36.3% | -44.1% | -24.6% |
| YTD | -18.2% | +24.9% | -43.1% | -30.0% |
| 1Y | +6.0% | +48.9% | -42.9% | -19.5% |
| 3Y | +48.0% | +136.8% | -88.8% | -19.5% |
| 5Y | +46.2% | +60.0% | -13.8% | -4.4% |
| All | +46.2% | +61.5% | -15.3% | -4.4% |
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