+22,391.8%
TSLA vs IVV
+826.5%
+21,565.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +3.7% |
| 7D | -10.4% | -2.7% | -7.7% | -6.3% |
| 30D | -5.2% | -5.4% | +0.2% | +3.6% |
| 3M | +12.1% | -4.1% | +16.2% | +20.2% |
| 6M | -10.2% | +0.7% | -10.9% | -9.5% |
| YTD | -20.3% | +8.7% | -29.1% | -28.2% |
| 1Y | -19.7% | +11.0% | -30.6% | -29.7% |
| 3Y | +63.4% | +75.4% | -12.1% | -20.2% |
| 5Y | -12.1% | +68.3% | -80.4% | -51.6% |
| 10Y | +2,719.7% | +315.5% | +2,404.2% | +422.3% |
| All | +22,391.8% | +826.5% | +21,565.3% | +1,675.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling