+309.6%
IVV vs A
+328.7%
-19.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.1% |
| 7D | +0.1% | +4.8% | -4.7% | -1.8% |
| 30D | -3.3% | +5.6% | -9.0% | -5.5% |
| 3M | -2.4% | +23.6% | -26.0% | -10.8% |
| 6M | +2.6% | +56.4% | -53.8% | -16.0% |
| YTD | +11.3% | +33.4% | -22.1% | -3.0% |
| 1Y | +13.4% | +23.7% | -10.3% | +2.1% |
| 3Y | +80.3% | +71.0% | +9.3% | +33.9% |
| 5Y | +72.7% | +16.8% | +55.9% | +50.9% |
| 10Y | +309.6% | +323.8% | -14.1% | +103.2% |
| All | +309.6% | +328.7% | -19.1% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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