+3,185.6%
TSLA vs IVV
+310.9%
+2,874.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.2% |
| 7D | +15.6% | +3.3% | +12.3% | +9.7% |
| 30D | +5.9% | -2.7% | +8.6% | +11.3% |
| 3M | +21.4% | -1.7% | +23.1% | +25.8% |
| 6M | -8.3% | +3.2% | -11.5% | -11.2% |
| YTD | -11.6% | +12.0% | -23.6% | -24.8% |
| 1Y | -7.7% | +12.1% | -19.8% | -21.4% |
| 3Y | +85.2% | +78.6% | +6.5% | -16.9% |
| 5Y | +15.4% | +73.8% | -58.5% | -42.8% |
| All | +3,185.6% | +310.9% | +2,874.7% | +413.9% |
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