+78.1%
IVV vs VTEB
+10.6%
+67.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +2.6% | -1.2% | +3.8% | +3.4% |
| 30D | -2.0% | +2.5% | -4.5% | -3.6% |
| 3M | -2.8% | -1.7% | -1.1% | -1.4% |
| 6M | +2.2% | -1.2% | +3.4% | +3.3% |
| YTD | +11.5% | -0.5% | +12.0% | +12.3% |
| 1Y | +13.5% | -0.1% | +13.6% | +14.1% |
| 3Y | +78.1% | +10.5% | +67.6% | +65.1% |
| All | +78.1% | +10.6% | +67.5% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling