+82.2%
IVV vs TNA
-21.0%
+103.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | +0.5% | +4.1% | -3.6% | -0.4% |
| 30D | -1.0% | -7.6% | +6.7% | +0.6% |
| 3M | +3.9% | +8.1% | -4.2% | +1.7% |
| 6M | +14.5% | +49.0% | -34.5% | +3.7% |
| YTD | +12.9% | +51.7% | -38.8% | +1.2% |
| 1Y | +19.4% | +59.6% | -40.3% | +4.8% |
| 3Y | +78.8% | +118.9% | -40.1% | +34.0% |
| 5Y | +82.2% | -19.2% | +101.4% | +53.5% |
| All | +82.2% | -21.0% | +103.2% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling