+306.5%
IVV vs TER
+897.7%
-591.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | -0.3% |
| 7D | -2.7% | -20.5% | +17.8% | +2.3% |
| 30D | -5.4% | -47.0% | +41.6% | +8.9% |
| 3M | -4.1% | -43.3% | +39.2% | +7.5% |
| 6M | +0.7% | -42.9% | +43.6% | +9.4% |
| YTD | +8.7% | +12.9% | -4.1% | -4.6% |
| 1Y | +11.0% | +18.2% | -7.2% | -4.2% |
| 3Y | +75.4% | +151.8% | -76.4% | +12.5% |
| 5Y | +68.3% | +54.2% | +14.1% | +20.2% |
| All | +306.5% | +897.7% | -591.2% | +69.0% |
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