+2,883.7%
TSLA vs IVV
+317.7%
+2,566.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.2% | +1.6% |
| 7D | -6.4% | +0.1% | -6.5% | -6.2% |
| 30D | -1.2% | -3.3% | +2.1% | +4.9% |
| 3M | +15.1% | -2.4% | +17.4% | +20.6% |
| 6M | -11.7% | +2.6% | -14.3% | -13.7% |
| YTD | -15.9% | +11.3% | -27.2% | -27.7% |
| 1Y | -12.0% | +13.4% | -25.4% | -26.5% |
| 3Y | +80.0% | +80.3% | -0.2% | -20.2% |
| 5Y | +10.8% | +72.7% | -61.9% | -44.5% |
| 10Y | +2,883.7% | +309.6% | +2,574.0% | +373.0% |
| All | +2,883.7% | +317.7% | +2,566.0% | +373.0% |
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