+731.3%
IVV vs TPR
+8,117.6%
-7,386.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.1% | -11.5% | -6.2% |
| 7D | -4.8% | +13.9% | -18.6% | -7.9% |
| 30D | -5.9% | +14.9% | -20.8% | -9.4% |
| 3M | -4.5% | -15.4% | +10.9% | -1.5% |
| 6M | +1.8% | -4.5% | +6.3% | +1.4% |
| YTD | +8.4% | +6.0% | +2.4% | +4.5% |
| 1Y | +9.4% | +24.3% | -14.9% | +1.0% |
| 3Y | +75.3% | +412.8% | -337.6% | +9.1% |
| 5Y | +67.8% | +258.4% | -190.7% | +10.9% |
| 10Y | +314.2% | +396.8% | -82.7% | +121.5% |
| All | +731.3% | +8,117.6% | -7,386.3% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling