+313.4%
IVV vs TPR
+378.8%
-65.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | -0.9% | +6.4% | -7.3% | -2.4% |
| 30D | -2.3% | +13.8% | -16.1% | -5.4% |
| 3M | -1.2% | -16.6% | +15.5% | +2.1% |
| 6M | +3.3% | +0.7% | +2.6% | +1.9% |
| YTD | +12.3% | +5.3% | +7.0% | +8.8% |
| 1Y | +12.5% | +32.4% | -19.8% | +3.1% |
| 3Y | +79.2% | +406.4% | -327.2% | +15.2% |
| 5Y | +75.6% | +227.9% | -152.3% | +21.6% |
| 10Y | +313.4% | +371.7% | -58.3% | +134.9% |
| All | +313.4% | +378.8% | -65.5% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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