+75.6%
IVV vs AA
-11.0%
+86.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.9% |
| 7D | -0.9% | +1.1% | -2.1% | -1.1% |
| 30D | -2.3% | -1.3% | -1.1% | -2.2% |
| 3M | -1.2% | -23.9% | +22.8% | +2.8% |
| 6M | +3.3% | -36.8% | +40.1% | +9.8% |
| YTD | +12.3% | -22.2% | +34.5% | +14.3% |
| 1Y | +12.5% | +10.4% | +2.2% | +7.7% |
| 3Y | +79.2% | +72.0% | +7.2% | +52.4% |
| 5Y | +75.6% | -15.6% | +91.3% | +62.1% |
| All | +75.6% | -11.0% | +86.6% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling