+82.3%
IVV vs TDY
+33.5%
+48.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | -0.4% | -1.8% | +1.5% | +0.4% |
| 30D | -1.4% | -13.8% | +12.4% | +5.1% |
| 3M | +3.7% | -3.9% | +7.6% | +5.2% |
| 6M | +13.0% | -9.0% | +22.0% | +17.2% |
| YTD | +12.4% | +16.5% | -4.1% | +3.4% |
| 1Y | +18.6% | +9.3% | +9.3% | +12.0% |
| 3Y | +78.1% | +45.1% | +33.0% | +44.2% |
| 5Y | +82.3% | +35.0% | +47.3% | +49.0% |
| All | +82.3% | +33.5% | +48.8% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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