+63.4%
TSLA vs IVV
+75.5%
-12.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +3.5% |
| 7D | -10.4% | -2.7% | -7.7% | -4.5% |
| 30D | -5.2% | -5.4% | +0.2% | +7.9% |
| 3M | +12.1% | -4.1% | +16.2% | +23.9% |
| 6M | -10.2% | +0.7% | -10.9% | -10.0% |
| YTD | -20.3% | +8.7% | -29.1% | -32.8% |
| 1Y | -19.7% | +11.0% | -30.6% | -35.2% |
| 3Y | +63.4% | +75.4% | -12.1% | -41.8% |
| All | +63.4% | +75.5% | -12.1% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling