+80.1%
IVV vs TOST
-46.9%
+127.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | -2.7% | +9.4% | -12.1% | -4.0% |
| 30D | -5.4% | +13.5% | -18.9% | -7.2% |
| 3M | -4.1% | -0.1% | -3.9% | -4.3% |
| 6M | +0.7% | +22.5% | -21.7% | -3.1% |
| YTD | +8.7% | -2.4% | +11.1% | +7.7% |
| 1Y | +11.0% | -4.7% | +15.7% | +10.2% |
| 3Y | +75.4% | +103.2% | -27.8% | +51.4% |
| 5Y | +68.3% | -41.2% | +109.6% | +50.1% |
| All | +80.1% | -46.9% | +127.0% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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