+54.1%
T vs IVV
+317.7%
-263.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | -1.7% | -3.3% | +1.6% | -0.1% |
| 3M | -7.3% | -2.4% | -4.9% | -6.4% |
| 6M | -11.2% | +2.6% | -13.8% | -12.9% |
| YTD | -8.1% | +11.3% | -19.3% | -14.2% |
| 1Y | -8.0% | +13.4% | -21.5% | -15.1% |
| 3Y | +62.1% | +80.3% | -18.2% | +9.5% |
| 5Y | +55.7% | +72.7% | -17.0% | +6.6% |
| 10Y | +54.1% | +309.6% | -255.5% | -46.7% |
| All | +54.1% | +317.7% | -263.5% | -46.7% |
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