+41.1%
TSLA vs IVV
+82.6%
-41.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.1% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +10.1% | +0.1% | +10.0% | +10.2% |
| 3M | -15.4% | +2.0% | -17.4% | -17.6% |
| 6M | -12.8% | +13.0% | -25.8% | -30.9% |
| YTD | -21.3% | +13.6% | -34.9% | -38.1% |
| 1Y | +4.6% | +20.1% | -15.5% | -25.9% |
| 3Y | +44.5% | +77.6% | -33.1% | -47.4% |
| All | +41.1% | +82.6% | -41.5% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling