+776.1%
IVV vs TD
+2,626.3%
-1,850.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | +0.3% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | +0.1% | +0.4% | -0.3% | -0.2% |
| 3M | +2.0% | +7.6% | -5.6% | -2.1% |
| 6M | +13.0% | +25.0% | -12.0% | +0.1% |
| YTD | +13.6% | +31.0% | -17.4% | -2.0% |
| 1Y | +20.1% | +65.2% | -45.1% | -8.4% |
| 3Y | +77.6% | +122.5% | -44.9% | +13.9% |
| 5Y | +82.5% | +124.8% | -42.3% | +15.2% |
| 10Y | +316.5% | +298.2% | +18.3% | +89.5% |
| All | +776.1% | +2,626.3% | -1,850.2% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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