+1,215.6%
IVV vs TNA
+1,004.3%
+211.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.1% | -4.9% | +5.0% | +1.1% |
| 3M | +2.0% | +0.4% | +1.6% | +1.4% |
| 6M | +13.0% | +32.5% | -19.5% | +4.3% |
| YTD | +13.6% | +53.7% | -40.1% | +0.7% |
| 1Y | +20.1% | +65.1% | -45.0% | +3.6% |
| 3Y | +77.6% | +98.4% | -20.8% | +34.3% |
| 5Y | +82.5% | -22.5% | +104.9% | +57.0% |
| 10Y | +316.5% | +82.5% | +234.0% | +128.8% |
| All | +1,215.6% | +1,004.3% | +211.3% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling