+78.8%
IVV vs TXG
+31.6%
+47.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -1.1% |
| 7D | +0.5% | +9.4% | -8.9% | -0.4% |
| 30D | -1.0% | +26.1% | -27.1% | -3.4% |
| 3M | +3.9% | +124.8% | -121.0% | -5.1% |
| 6M | +14.5% | +215.2% | -200.7% | +0.5% |
| YTD | +12.9% | +302.2% | -289.3% | -3.8% |
| 1Y | +19.4% | +370.9% | -351.6% | -0.9% |
| 3Y | +78.8% | +38.5% | +40.3% | +58.4% |
| All | +78.8% | +31.6% | +47.2% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling