+313.6%
IVV vs VTEB
+17.5%
+296.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | -2.0% | -1.2% | -0.8% | -1.1% |
| 30D | -1.6% | -2.9% | +1.2% | +0.6% |
| 3M | +4.8% | -3.2% | +7.9% | +7.4% |
| 6M | +12.6% | -2.6% | +15.2% | +15.0% |
| YTD | +11.8% | -1.8% | +13.6% | +13.5% |
| 1Y | +17.6% | +0.2% | +17.4% | +17.5% |
| 3Y | +77.0% | +8.2% | +68.8% | +66.4% |
| 5Y | +82.6% | +0.8% | +81.7% | +80.3% |
| All | +313.6% | +17.5% | +296.2% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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