+309.6%
IVV vs TER
+1,026.7%
-717.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.7% | -10.4% | -0.6% |
| 7D | +0.1% | -5.8% | +5.8% | +1.0% |
| 30D | -3.3% | -38.9% | +35.6% | +7.5% |
| 3M | -2.4% | -35.1% | +32.7% | +5.9% |
| 6M | +2.6% | -31.6% | +34.2% | +6.6% |
| YTD | +11.3% | +27.2% | -15.9% | -5.2% |
| 1Y | +13.4% | +35.2% | -21.8% | -5.3% |
| 3Y | +80.3% | +192.8% | -112.5% | +11.2% |
| 5Y | +72.7% | +72.4% | +0.3% | +20.1% |
| 10Y | +309.6% | +1,001.8% | -692.2% | +65.4% |
| All | +309.6% | +1,026.7% | -717.1% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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