+66.1%
T vs IVV
+79.8%
-13.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +2.0% | -0.9% | +2.9% | +1.9% |
| 30D | -1.0% | -2.3% | +1.3% | -1.1% |
| 3M | -8.1% | -1.2% | -7.0% | -8.2% |
| 6M | -8.3% | +3.3% | -11.6% | -8.2% |
| YTD | -6.1% | +12.3% | -18.4% | -6.0% |
| 1Y | -7.4% | +12.5% | -19.9% | -7.3% |
| All | +66.1% | +79.8% | -13.7% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling