+735.8%
IVV vs ACGL
+6,762.4%
-6,026.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -4.8% | +6.4% | -11.1% | -6.8% |
| 30D | -5.9% | +16.6% | -22.5% | -10.9% |
| 3M | -4.5% | +11.6% | -16.1% | -8.3% |
| 6M | +1.8% | +17.5% | -15.6% | -4.3% |
| YTD | +8.4% | +15.3% | -6.9% | +2.1% |
| 1Y | +9.4% | +26.3% | -16.9% | -0.3% |
| 3Y | +75.3% | +35.9% | +39.3% | +52.3% |
| 5Y | +67.8% | +168.2% | -100.4% | +11.6% |
| 10Y | +314.2% | +352.0% | -37.8% | +120.4% |
| All | +735.8% | +6,762.4% | -6,026.6% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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