+766.3%
IVV vs A
+309.6%
+456.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -2.3% | +3.3% | -5.6% | -3.4% |
| 3M | -1.2% | +18.5% | -19.7% | -6.5% |
| 6M | +3.3% | +59.3% | -56.0% | -11.5% |
| YTD | +12.3% | +31.0% | -18.7% | +1.8% |
| 1Y | +12.5% | +19.3% | -6.8% | +4.9% |
| 3Y | +79.2% | +66.8% | +12.3% | +47.3% |
| 5Y | +75.6% | +15.5% | +60.1% | +59.8% |
| 10Y | +313.4% | +312.3% | +1.0% | +154.6% |
| All | +766.3% | +309.6% | +456.7% | +277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling