+290.7%
TSM vs IVZ
+63.4%
+227.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.3% |
| 7D | +6.0% | +1.1% | +4.9% | +5.5% |
| 30D | +4.5% | +3.1% | +1.4% | +3.0% |
| 3M | +3.1% | +18.2% | -15.1% | -4.5% |
| 6M | +30.2% | +38.6% | -8.4% | +12.2% |
| YTD | +45.2% | +25.9% | +19.3% | +29.8% |
| 1Y | +79.6% | +51.7% | +27.9% | +47.8% |
| 3Y | +411.0% | +138.7% | +272.3% | +229.0% |
| 5Y | +290.7% | +62.8% | +227.9% | +181.5% |
| All | +290.7% | +63.4% | +227.3% | +181.5% |
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