+158.8%
IVV vs TE
-48.3%
+207.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.0% | -10.6% | -1.2% |
| 7D | +0.5% | +18.2% | -17.7% | -0.5% |
| 30D | -1.0% | -13.5% | +12.5% | -0.4% |
| 3M | +3.9% | -44.6% | +48.4% | +6.4% |
| 6M | +14.5% | -24.7% | +39.2% | +13.8% |
| YTD | +12.9% | -24.3% | +37.2% | +11.4% |
| 1Y | +19.4% | +155.6% | -136.2% | +6.9% |
| 3Y | +78.8% | -18.3% | +97.1% | +65.6% |
| 5Y | +82.2% | -41.3% | +123.5% | +69.0% |
| All | +158.8% | -48.3% | +207.1% | +150.7% |
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