+13.5%
IVV vs TNA
+27.1%
-13.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +2.6% | +3.7% | -1.2% | +1.7% |
| 30D | -2.0% | +4.4% | -6.4% | -3.0% |
| 3M | -2.8% | -26.7% | +23.9% | +2.8% |
| 6M | +2.2% | -12.8% | +15.0% | +4.0% |
| YTD | +11.5% | +22.7% | -11.1% | +5.2% |
| 1Y | +13.5% | +35.7% | -22.2% | +5.0% |
| All | +13.5% | +27.1% | -13.6% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling