+75.4%
IVV vs ACM
-12.3%
+87.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | +5.4% | -8.1% | -3.9% |
| 30D | -5.4% | +15.1% | -20.5% | -8.5% |
| 3M | -4.1% | -10.5% | +6.4% | -1.7% |
| 6M | +0.7% | -19.7% | +20.4% | +6.1% |
| YTD | +8.7% | -28.8% | +37.6% | +17.9% |
| 1Y | +11.0% | -47.9% | +58.8% | +34.3% |
| 3Y | +75.4% | -12.4% | +87.8% | +72.3% |
| All | +75.4% | -12.3% | +87.7% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling