+155.7%
IVV vs TE
-80.5%
+236.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.2% |
| 7D | +2.6% | -19.1% | +21.6% | +3.8% |
| 30D | -2.0% | -34.1% | +32.1% | +0.1% |
| 3M | -2.8% | -60.1% | +57.4% | +1.9% |
| 6M | +2.2% | -66.0% | +68.1% | +6.4% |
| YTD | +11.5% | -71.4% | +82.9% | +15.8% |
| 1Y | +13.5% | -45.3% | +58.8% | +12.5% |
| 3Y | +78.1% | +9.1% | +69.0% | +55.6% |
| 5Y | +73.1% | -82.6% | +155.7% | +70.6% |
| All | +155.7% | -80.5% | +236.1% | +160.5% |
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