+2,698.1%
TSLA vs IVV
+313.5%
+2,384.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +5.0% |
| 7D | +3.4% | +0.5% | +2.9% | +2.6% |
| 30D | +12.0% | -1.0% | +13.0% | +14.0% |
| 3M | -10.0% | +3.9% | -13.8% | -14.4% |
| 6M | -7.2% | +14.5% | -21.7% | -24.4% |
| YTD | -18.1% | +12.9% | -31.0% | -31.6% |
| 1Y | +6.3% | +19.4% | -13.1% | -18.2% |
| 3Y | +48.2% | +78.8% | -30.7% | -33.5% |
| 5Y | +46.5% | +82.2% | -35.7% | -32.0% |
| 10Y | +2,698.1% | +313.7% | +2,384.5% | +414.9% |
| All | +2,698.1% | +313.5% | +2,384.6% | +414.9% |
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