+306.5%
IVV vs TPR
+383.4%
-76.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | -2.7% | +14.2% | -16.9% | -5.7% |
| 30D | -5.4% | +17.1% | -22.5% | -8.9% |
| 3M | -4.1% | -17.7% | +13.7% | -0.6% |
| 6M | +0.7% | -10.2% | +10.9% | +1.8% |
| YTD | +8.7% | +4.9% | +3.8% | +5.4% |
| 1Y | +11.0% | +36.1% | -25.2% | +1.0% |
| 3Y | +75.4% | +416.5% | -341.0% | +12.2% |
| 5Y | +68.3% | +254.8% | -186.5% | +14.3% |
| All | +306.5% | +383.4% | -76.9% | +131.0% |
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