+43.3%
IVV vs TEM
+79.0%
-35.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.7% | +5.2% | 0.0% |
| 7D | +2.6% | -5.9% | +8.4% | +3.0% |
| 30D | -2.0% | +4.8% | -6.8% | -2.5% |
| 3M | -2.8% | +31.9% | -34.7% | -5.6% |
| 6M | +2.2% | +56.0% | -53.8% | -2.5% |
| YTD | +11.5% | +21.3% | -9.7% | +7.9% |
| 1Y | +13.5% | +5.4% | +8.1% | +10.8% |
| All | +43.3% | +79.0% | -35.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 5y: compounded portfolio wealth divided by compounded TEM 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…
5y analysis · Full analysis span regression · 6 months rolling