+24,440.0%
TSLA vs IVZ
+192.6%
+24,247.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.3% |
| 7D | +1.5% | -2.8% | +4.2% | +3.0% |
| 30D | +3.4% | -2.2% | +5.5% | +4.5% |
| 3M | +17.4% | -8.1% | +25.5% | +22.1% |
| 6M | -12.2% | +3.8% | -15.9% | -13.8% |
| YTD | -13.1% | +11.5% | -24.6% | -18.1% |
| 1Y | -11.1% | +23.7% | -34.8% | -20.5% |
| 3Y | +82.1% | +145.8% | -63.7% | +17.5% |
| 5Y | +10.3% | +36.1% | -25.9% | -9.2% |
| 10Y | +3,009.1% | +42.4% | +2,966.7% | +2,196.4% |
| All | +24,440.0% | +192.6% | +24,247.3% | +12,482.1% |
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