+738.6%
IVV vs TD
+2,662.6%
-1,924.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -2.7% | -1.7% | -1.0% | -1.8% |
| 30D | -5.4% | +8.2% | -13.6% | -9.2% |
| 3M | -4.1% | +1.7% | -5.8% | -5.1% |
| 6M | +0.7% | +14.2% | -13.5% | -6.5% |
| YTD | +8.7% | +32.8% | -24.0% | -6.9% |
| 1Y | +11.0% | +55.5% | -44.5% | -12.7% |
| 3Y | +75.4% | +129.6% | -54.2% | +10.7% |
| 5Y | +68.3% | +102.2% | -33.9% | +12.4% |
| 10Y | +315.5% | +306.3% | +9.3% | +86.9% |
| All | +738.6% | +2,662.6% | -1,924.0% | +40.3% |
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