+313.6%
IVV vs TRV
+298.6%
+15.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.0% | -1.5% | -0.5% | -1.5% |
| 30D | -1.6% | -1.8% | +0.2% | -1.0% |
| 3M | +4.8% | +21.6% | -16.8% | -3.6% |
| 6M | +12.6% | +22.5% | -9.9% | +3.1% |
| YTD | +11.8% | +28.1% | -16.4% | +0.3% |
| 1Y | +17.6% | +37.0% | -19.5% | +2.4% |
| 3Y | +77.0% | +141.9% | -64.9% | +17.5% |
| 5Y | +82.6% | +158.5% | -75.9% | +15.4% |
| All | +313.6% | +298.6% | +15.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TRV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling