+292.3%
T vs IVV
+724.3%
-432.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +3.0% |
| 7D | +4.3% | -4.8% | +9.1% | +7.7% |
| 30D | -9.7% | -5.9% | -3.8% | -6.1% |
| 3M | -4.3% | -4.5% | +0.2% | -1.6% |
| 6M | -13.7% | +1.8% | -15.5% | -15.5% |
| YTD | -8.0% | +8.4% | -16.3% | -14.2% |
| 1Y | -6.9% | +9.4% | -16.3% | -14.0% |
| 3Y | +59.7% | +75.3% | -15.5% | +1.9% |
| 5Y | +53.4% | +67.8% | -14.4% | -1.0% |
| 10Y | +58.2% | +314.2% | -255.9% | -50.3% |
| All | +292.3% | +724.3% | -432.0% | -44.1% |
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