+306.5%
IVV vs TMF
-84.4%
+390.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.7% | +1.2% | -3.9% | -2.6% |
| 30D | -5.4% | +19.7% | -25.1% | -4.4% |
| 3M | -4.1% | -2.1% | -2.0% | -4.1% |
| 6M | +0.7% | -13.4% | +14.2% | 0.0% |
| YTD | +8.7% | -16.7% | +25.5% | +7.7% |
| 1Y | +11.0% | -23.3% | +34.3% | +9.3% |
| 3Y | +75.4% | -24.8% | +100.2% | +74.7% |
| 5Y | +68.3% | -88.0% | +156.4% | +35.4% |
| All | +306.5% | -84.4% | +390.9% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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