+1,270.0%
IVV vs TECK
+2,171.4%
-901.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | +0.1% | +4.6% | -4.5% | -0.7% |
| 3M | +2.0% | +2.8% | -0.9% | +1.1% |
| 6M | +13.0% | +24.9% | -11.9% | +8.1% |
| YTD | +13.6% | +44.7% | -31.1% | +5.5% |
| 1Y | +20.1% | +112.0% | -91.9% | +4.2% |
| 3Y | +77.6% | +67.6% | +10.0% | +57.2% |
| 5Y | +82.5% | +200.3% | -117.9% | +42.0% |
| 10Y | +316.5% | +358.2% | -41.7% | +174.7% |
| All | +1,270.0% | +2,171.4% | -901.4% | +607.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling