+309.6%
IVV vs ACM
+147.1%
+162.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.8% | +0.5% |
| 7D | +0.1% | +6.9% | -6.8% | -2.2% |
| 30D | -3.3% | +19.1% | -22.4% | -9.2% |
| 3M | -2.4% | -6.9% | +4.6% | -0.6% |
| 6M | +2.6% | -12.0% | +14.6% | +5.9% |
| YTD | +11.3% | -25.1% | +36.4% | +20.9% |
| 1Y | +13.4% | -45.4% | +58.9% | +38.6% |
| 3Y | +80.3% | -6.9% | +87.2% | +76.2% |
| 5Y | +72.7% | +3.7% | +69.0% | +60.4% |
| 10Y | +309.6% | +135.8% | +173.9% | +176.1% |
| All | +309.6% | +147.1% | +162.5% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling