+306.5%
IVV vs ADI
+577.6%
-271.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -2.7% | -12.8% | +10.1% | +2.4% |
| 30D | -5.4% | -11.3% | +6.0% | -1.2% |
| 3M | -4.1% | -3.4% | -0.7% | -3.5% |
| 6M | +0.7% | -12.0% | +12.8% | +4.0% |
| YTD | +8.7% | +35.3% | -26.5% | -6.6% |
| 1Y | +11.0% | +58.1% | -47.1% | -10.8% |
| 3Y | +75.4% | +127.4% | -51.9% | +15.3% |
| 5Y | +68.3% | +114.6% | -46.3% | +10.6% |
| All | +306.5% | +577.6% | -271.1% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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