+13,171.6%
TSM vs IVZ
+394.1%
+12,777.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | +4.4% | -2.8% | +7.2% | +5.8% |
| 30D | -7.0% | -2.2% | -4.8% | -6.1% |
| 3M | -1.8% | -8.1% | +6.3% | +1.5% |
| 6M | +2.7% | +3.8% | -1.1% | +0.8% |
| YTD | +37.1% | +11.5% | +25.6% | +30.2% |
| 1Y | +43.5% | +23.7% | +19.8% | +30.3% |
| 3Y | +341.5% | +145.8% | +195.7% | +194.9% |
| 5Y | +278.9% | +36.1% | +242.7% | +212.9% |
| 10Y | +1,641.8% | +42.4% | +1,599.3% | +1,134.3% |
| All | +13,171.6% | +394.1% | +12,777.5% | +3,638.8% |
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