+735.8%
IVV vs TER
+155.5%
+580.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -15.2% | +10.8% | -0.9% |
| 7D | -4.8% | -28.2% | +23.4% | +2.4% |
| 30D | -5.9% | -50.6% | +44.6% | +9.8% |
| 3M | -4.5% | -45.3% | +40.8% | +7.8% |
| 6M | +1.8% | -40.4% | +42.2% | +9.6% |
| YTD | +8.4% | +10.0% | -1.7% | -2.0% |
| 1Y | +9.4% | +13.6% | -4.2% | -2.1% |
| 3Y | +75.3% | +145.2% | -70.0% | +22.7% |
| 5Y | +67.8% | +50.4% | +17.4% | +28.6% |
| 10Y | +314.2% | +882.9% | -568.8% | +92.1% |
| All | +735.8% | +155.5% | +580.3% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling