+1,598.5%
TSM vs IVZ
+48.7%
+1,549.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | -2.1% | +2.2% | -4.2% | -2.7% |
| 30D | -12.5% | -2.2% | -10.4% | -11.8% |
| 3M | -5.0% | -8.4% | +3.4% | -1.9% |
| 6M | -3.2% | +6.2% | -9.4% | -5.5% |
| YTD | +31.5% | +12.4% | +19.1% | +25.3% |
| 1Y | +35.7% | +26.0% | +9.7% | +23.9% |
| 3Y | +323.5% | +147.9% | +175.6% | +196.7% |
| 5Y | +263.4% | +38.8% | +224.6% | +201.5% |
| 10Y | +1,598.5% | +44.6% | +1,553.9% | +1,202.9% |
| All | +1,598.5% | +48.7% | +1,549.8% | +1,202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling