+160.4%
IVV vs TE
-53.0%
+213.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +0.1% | -4.0% | +4.1% | +0.3% |
| 30D | +0.1% | -15.9% | +16.0% | +0.9% |
| 3M | +2.0% | -60.5% | +62.5% | +6.4% |
| 6M | +13.0% | -35.2% | +48.3% | +13.4% |
| YTD | +13.6% | -31.1% | +44.7% | +12.7% |
| 1Y | +20.1% | +148.6% | -128.6% | +7.6% |
| 3Y | +77.6% | -26.4% | +104.0% | +65.6% |
| 5Y | +82.5% | -48.0% | +130.5% | +70.4% |
| All | +160.4% | -53.0% | +213.4% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling