+36.0%
TSM vs IVZ
+30.5%
+5.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -4.1% |
| 7D | -10.0% | +2.6% | -12.6% | -11.0% |
| 30D | -18.5% | -3.5% | -15.1% | -17.2% |
| 3M | -4.9% | -7.4% | +2.5% | -1.7% |
| 6M | -1.0% | +14.7% | -15.7% | -7.5% |
| YTD | +31.3% | +14.6% | +16.6% | +20.2% |
| 1Y | +36.0% | +30.7% | +5.3% | +20.3% |
| All | +36.0% | +30.5% | +5.5% | +20.3% |
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