+322.1%
IVV vs TRI
+190.6%
+131.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.2% |
| 7D | -0.4% | -8.4% | +8.0% | +2.3% |
| 30D | -1.4% | -6.5% | +5.1% | +0.3% |
| 3M | +3.7% | +18.6% | -14.9% | -4.2% |
| 6M | +13.0% | -10.4% | +23.5% | +14.8% |
| YTD | +12.4% | -23.7% | +36.2% | +21.6% |
| 1Y | +18.6% | -42.5% | +61.1% | +46.3% |
| 3Y | +78.1% | -19.3% | +97.4% | +77.9% |
| 5Y | +82.3% | -9.7% | +91.9% | +68.2% |
| 10Y | +322.1% | +194.4% | +127.7% | +132.9% |
| All | +322.1% | +190.6% | +131.5% | +132.9% |
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