+61.4%
T vs IVV
+314.2%
-252.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.8% |
| 7D | +2.0% | -0.9% | +2.9% | +2.4% |
| 30D | -1.0% | -2.3% | +1.3% | 0.0% |
| 3M | -8.1% | -1.2% | -7.0% | -7.8% |
| 6M | -8.3% | +3.3% | -11.6% | -10.4% |
| YTD | -6.1% | +12.3% | -18.4% | -12.8% |
| 1Y | -7.4% | +12.5% | -19.9% | -14.1% |
| 3Y | +65.4% | +79.2% | -13.7% | +12.4% |
| 5Y | +57.6% | +75.6% | -18.0% | +6.8% |
| 10Y | +61.4% | +313.4% | -252.0% | -43.8% |
| All | +61.4% | +314.2% | -252.8% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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