+340.8%
IVV vs TRU
+238.0%
+102.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +1.5% |
| 7D | +0.1% | -6.8% | +6.9% | +2.3% |
| 30D | +0.1% | 0.0% | 0.0% | -0.1% |
| 3M | +2.0% | +13.3% | -11.3% | -2.9% |
| 6M | +13.0% | +3.4% | +9.6% | +10.2% |
| YTD | +13.6% | -6.4% | +20.0% | +13.5% |
| 1Y | +20.1% | -9.7% | +29.8% | +20.5% |
| 3Y | +77.6% | +0.1% | +77.5% | +63.5% |
| 5Y | +82.5% | -34.0% | +116.5% | +92.8% |
| 10Y | +316.5% | +147.9% | +168.7% | +180.9% |
| All | +340.8% | +238.0% | +102.8% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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