+182.5%
IVOG vs SPY
+315.0%
-132.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +1.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -2.0% | -3.3% | +1.3% | +1.5% |
| 3M | -6.3% | -2.4% | -3.9% | -3.9% |
| 6M | -2.0% | +2.6% | -4.6% | -4.5% |
| YTD | +14.0% | +11.2% | +2.7% | +2.3% |
| 1Y | +15.5% | +13.4% | +2.1% | +1.7% |
| 3Y | +60.9% | +79.9% | -19.0% | -11.4% |
| 5Y | +31.3% | +72.2% | -40.9% | -24.2% |
| 10Y | +182.5% | +307.3% | -124.8% | -32.1% |
| All | +182.5% | +315.0% | -132.5% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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