+67.7%
T vs IVV
+82.6%
-14.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +11.4% | +0.1% | +11.3% | +11.3% |
| 3M | +14.3% | +2.0% | +12.3% | +13.6% |
| 6M | -9.3% | +13.0% | -22.3% | -12.4% |
| YTD | +7.1% | +13.6% | -6.5% | +3.1% |
| 1Y | -9.1% | +20.1% | -29.2% | -14.1% |
| 3Y | +105.3% | +77.6% | +27.7% | +63.1% |
| All | +67.7% | +82.6% | -14.9% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling