+497.2%
IVOG vs SPY
+776.8%
-279.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | -1.6% | -2.7% | +1.1% | +1.2% |
| 30D | -4.6% | -5.4% | +0.8% | +1.1% |
| 3M | -7.8% | -4.1% | -3.7% | -3.7% |
| 6M | -6.2% | +0.7% | -6.9% | -6.9% |
| YTD | +10.1% | +8.7% | +1.4% | +1.2% |
| 1Y | +12.6% | +10.9% | +1.8% | +1.4% |
| 3Y | +52.9% | +75.0% | -22.1% | -13.8% |
| 5Y | +27.1% | +67.8% | -40.7% | -25.0% |
| 10Y | +182.6% | +312.9% | -130.3% | -34.1% |
| All | +497.2% | +776.8% | -279.6% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling