+80.0%
IVV vs TLN
+630.2%
-550.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.8% | -0.5% |
| 7D | -2.7% | -1.3% | -1.4% | -2.7% |
| 30D | -5.4% | -10.5% | +5.1% | -4.3% |
| 3M | -4.1% | +0.1% | -4.2% | -4.6% |
| 6M | +0.7% | -17.4% | +18.1% | +2.1% |
| YTD | +8.7% | -9.7% | +18.4% | +8.1% |
| 1Y | +11.0% | -12.3% | +23.2% | +10.6% |
| 3Y | +75.4% | +528.3% | -452.8% | +33.4% |
| All | +80.0% | +630.2% | -550.2% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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