+1,237.5%
IVV vs TECK
+1,968.8%
-731.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | +0.1% |
| 7D | -0.6% | +1.7% | -2.3% | -0.9% |
| 30D | -3.7% | -7.6% | +4.0% | -2.5% |
| 3M | -2.7% | -5.9% | +3.2% | -2.0% |
| 6M | +2.2% | -2.8% | +5.1% | +2.0% |
| YTD | +10.9% | +31.8% | -20.9% | +4.4% |
| 1Y | +11.3% | +49.1% | -37.8% | +2.5% |
| 3Y | +76.9% | +83.0% | -6.1% | +54.3% |
| 5Y | +73.5% | +150.6% | -77.1% | +39.2% |
| 10Y | +307.4% | +219.0% | +88.4% | +185.4% |
| All | +1,237.5% | +1,968.8% | -731.3% | +599.8% |
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