+356.5%
T vs IVV
+764.0%
-407.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +11.4% | +0.1% | +11.3% | +11.3% |
| 3M | +14.3% | +2.0% | +12.3% | +12.3% |
| 6M | -9.3% | +13.0% | -22.3% | -17.4% |
| YTD | +7.1% | +13.6% | -6.5% | -3.0% |
| 1Y | -9.1% | +20.1% | -29.2% | -21.1% |
| 3Y | +105.3% | +77.6% | +27.7% | +30.4% |
| 5Y | +66.8% | +82.5% | -15.7% | +1.6% |
| 10Y | +66.8% | +316.5% | -249.7% | -47.5% |
| All | +356.5% | +764.0% | -407.5% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling