+156.7%
IVV vs TE
-79.9%
+236.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.2% | +0.1% |
| 7D | +3.3% | -13.6% | +16.9% | +4.2% |
| 30D | -2.7% | -37.7% | +35.0% | -0.3% |
| 3M | -1.7% | -59.8% | +58.1% | +2.9% |
| 6M | +3.2% | -66.3% | +69.5% | +7.5% |
| YTD | +12.0% | -70.5% | +82.5% | +16.0% |
| 1Y | +12.1% | -48.8% | +60.9% | +11.6% |
| 3Y | +78.6% | +31.3% | +47.3% | +53.4% |
| 5Y | +73.8% | -82.0% | +155.9% | +71.0% |
| All | +156.7% | -79.9% | +236.6% | +161.2% |
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