+1,188.9%
IVV vs TNA
+831.3%
+357.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.6% | -7.3% | +0.1% |
| 7D | +0.1% | +2.3% | -2.2% | -0.7% |
| 30D | -3.3% | +1.4% | -4.7% | -4.0% |
| 3M | -2.4% | -21.1% | +18.7% | +2.5% |
| 6M | +2.6% | -9.4% | +12.0% | +3.6% |
| YTD | +11.3% | +29.6% | -18.3% | +2.1% |
| 1Y | +13.4% | +34.6% | -21.2% | +2.7% |
| 3Y | +80.3% | +155.9% | -75.6% | +28.4% |
| 5Y | +72.7% | -44.2% | +116.9% | +60.6% |
| 10Y | +309.6% | +63.7% | +245.9% | +130.7% |
| All | +1,188.9% | +831.3% | +357.6% | +200.4% |
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