+313.7%
IVV vs TECK
+373.9%
-60.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.4% |
| 7D | +0.5% | +7.8% | -7.3% | -0.9% |
| 30D | -1.0% | +8.3% | -9.2% | -2.5% |
| 3M | +3.9% | +16.1% | -12.2% | +0.6% |
| 6M | +14.5% | +42.9% | -28.4% | +6.3% |
| YTD | +12.9% | +50.8% | -37.9% | +3.2% |
| 1Y | +19.4% | +106.1% | -86.7% | +2.5% |
| 3Y | +78.8% | +84.0% | -5.2% | +53.1% |
| 5Y | +82.2% | +223.5% | -141.3% | +35.6% |
| 10Y | +313.7% | +378.1% | -64.4% | +156.5% |
| All | +313.7% | +373.9% | -60.2% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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