+62.5%
T vs IVV
+310.9%
-248.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +1.6% | +3.3% | -1.7% | -0.1% |
| 30D | -2.9% | -2.7% | -0.3% | -1.7% |
| 3M | -7.5% | -1.7% | -5.8% | -6.9% |
| 6M | -9.9% | +3.2% | -13.1% | -11.9% |
| YTD | -6.4% | +12.0% | -18.4% | -12.9% |
| 1Y | -9.4% | +12.1% | -21.5% | -15.8% |
| 3Y | +64.9% | +78.6% | -13.8% | +12.1% |
| 5Y | +57.0% | +73.8% | -16.9% | +7.1% |
| All | +62.5% | +310.9% | -248.4% | -42.8% |
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