+155.1%
IVV vs TE
-76.6%
+231.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.3% | +2.5% |
| 7D | +0.1% | -10.5% | +10.6% | +0.6% |
| 30D | -3.3% | -32.4% | +29.1% | -1.4% |
| 3M | -2.4% | -60.9% | +58.5% | +2.3% |
| 6M | +2.6% | -62.8% | +65.4% | +6.4% |
| YTD | +11.3% | -65.7% | +77.0% | +14.4% |
| 1Y | +13.4% | -39.9% | +53.3% | +11.8% |
| 3Y | +80.3% | +10.6% | +69.7% | +57.4% |
| 5Y | +72.7% | -79.7% | +152.4% | +68.7% |
| All | +155.1% | -76.6% | +231.7% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling