+167.1%
IVV vs ACI
+34.5%
+132.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -4.2% |
| 7D | -4.8% | +3.5% | -8.3% | -5.0% |
| 30D | -5.9% | +16.8% | -22.7% | -7.0% |
| 3M | -4.5% | +13.1% | -17.6% | -5.4% |
| 6M | +1.8% | -15.6% | +17.5% | +2.7% |
| YTD | +8.4% | -19.2% | +27.6% | +9.5% |
| 1Y | +9.4% | -20.7% | +30.1% | +10.7% |
| 3Y | +75.3% | -33.4% | +108.6% | +79.4% |
| 5Y | +67.8% | -41.7% | +109.5% | +71.4% |
| All | +167.1% | +34.5% | +132.6% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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