+78.4%
IVV vs ACM
-21.7%
+100.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | -3.7% | +3.9% | +1.0% |
| 30D | +0.1% | -11.1% | +11.2% | +2.8% |
| 3M | +2.0% | -8.0% | +10.0% | +3.7% |
| 6M | +13.0% | -29.7% | +42.7% | +24.0% |
| YTD | +13.6% | -29.4% | +43.0% | +23.6% |
| 1Y | +20.1% | -46.4% | +66.5% | +43.3% |
| All | +78.4% | -21.7% | +100.0% | +77.8% |
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