+178.5%
IVV vs TXG
+20.5%
+158.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.7% | -7.4% | +1.1% |
| 7D | +0.1% | +5.5% | -5.5% | -0.7% |
| 30D | -3.3% | -19.3% | +16.0% | -1.3% |
| 3M | -2.4% | +25.0% | -27.4% | -6.4% |
| 6M | +2.6% | +201.2% | -198.6% | -12.9% |
| YTD | +11.3% | +298.8% | -287.5% | -9.8% |
| 1Y | +13.4% | +326.6% | -313.1% | -9.3% |
| 3Y | +80.3% | +78.3% | +2.0% | +52.9% |
| 5Y | +72.7% | -61.3% | +134.0% | +67.9% |
| All | +178.5% | +20.5% | +158.1% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling