+602.8%
IVV vs ACM
+233.2%
+369.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.7% |
| 7D | -4.8% | +5.1% | -9.8% | -6.4% |
| 30D | -5.9% | +11.5% | -17.4% | -9.4% |
| 3M | -4.5% | -10.5% | +5.9% | -1.6% |
| 6M | +1.8% | -20.4% | +22.2% | +8.5% |
| YTD | +8.4% | -28.9% | +37.2% | +19.2% |
| 1Y | +9.4% | -48.7% | +58.1% | +34.4% |
| 3Y | +75.3% | -12.5% | +87.8% | +76.4% |
| 5Y | +67.8% | +0.5% | +67.2% | +59.6% |
| 10Y | +314.2% | +161.2% | +153.0% | +166.1% |
| All | +602.8% | +233.2% | +369.6% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling