+735.8%
IVV vs A
+297.6%
+438.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -3.5% |
| 7D | -4.8% | -5.2% | +0.4% | -3.2% |
| 30D | -5.9% | +1.4% | -7.4% | -6.4% |
| 3M | -4.5% | +21.9% | -26.4% | -10.5% |
| 6M | +1.8% | +46.7% | -44.8% | -10.6% |
| YTD | +8.4% | +27.2% | -18.8% | -0.9% |
| 1Y | +9.4% | +17.9% | -8.5% | +2.3% |
| 3Y | +75.3% | +61.1% | +14.1% | +45.6% |
| 5Y | +67.8% | +13.8% | +53.9% | +53.3% |
| 10Y | +314.2% | +318.8% | -4.7% | +154.2% |
| All | +735.8% | +297.6% | +438.2% | +268.0% |
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