+67.8%
IVV vs TPR
+255.9%
-188.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.1% | -11.5% | -5.9% |
| 7D | -4.8% | +13.9% | -18.6% | -7.5% |
| 30D | -5.9% | +14.9% | -20.8% | -8.9% |
| 3M | -4.5% | -15.4% | +10.9% | -1.7% |
| 6M | +1.8% | -4.5% | +6.3% | +1.4% |
| YTD | +8.4% | +6.0% | +2.4% | +4.8% |
| 1Y | +9.4% | +24.3% | -14.9% | +1.4% |
| 3Y | +75.3% | +412.8% | -337.6% | +8.7% |
| 5Y | +67.8% | +258.4% | -190.7% | +10.2% |
| All | +67.8% | +255.9% | -188.2% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling