+5,710.3%
AMD vs IVV
+308.4%
+5,402.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.4% | -12.9% | -9.4% |
| 7D | -28.6% | -4.8% | -23.8% | -21.0% |
| 30D | -37.7% | -5.9% | -31.8% | -29.3% |
| 3M | -16.1% | -4.5% | -11.6% | -7.0% |
| 6M | +13.8% | +1.8% | +12.0% | +15.7% |
| YTD | +88.8% | +8.4% | +80.5% | +74.5% |
| 1Y | +57.8% | +9.4% | +48.4% | +44.3% |
| 3Y | +260.3% | +75.3% | +185.0% | +60.2% |
| 5Y | +196.6% | +67.8% | +128.8% | +52.7% |
| All | +5,710.3% | +308.4% | +5,402.0% | +681.1% |
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