+11.0%
IVV vs ACM
-48.7%
+59.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | +5.4% | -8.1% | -3.2% |
| 30D | -5.4% | +15.1% | -20.5% | -6.6% |
| 3M | -4.1% | -10.5% | +6.4% | -3.0% |
| 6M | +0.7% | -19.7% | +20.4% | +3.1% |
| YTD | +8.7% | -28.8% | +37.6% | +12.7% |
| 1Y | +11.0% | -47.9% | +58.8% | +16.9% |
| All | +11.0% | -48.7% | +59.7% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling