+310.3%
IVV vs TRI
+225.2%
+85.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +2.6% | -2.9% | +5.5% | +3.4% |
| 30D | -2.0% | +3.7% | -5.7% | -3.8% |
| 3M | -2.8% | +3.7% | -6.5% | -5.2% |
| 6M | +2.2% | +35.1% | -33.0% | -11.2% |
| YTD | +11.5% | -14.0% | +25.5% | +15.0% |
| 1Y | +13.5% | -19.0% | +32.4% | +20.3% |
| 3Y | +78.1% | -12.0% | +90.1% | +73.0% |
| 5Y | +73.1% | +0.6% | +72.5% | +53.3% |
| All | +310.3% | +225.2% | +85.1% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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