+738.6%
IVV vs ADI
+718.4%
+20.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -2.7% | -12.8% | +10.1% | +1.3% |
| 30D | -5.4% | -11.3% | +6.0% | -2.1% |
| 3M | -4.1% | -3.4% | -0.7% | -3.5% |
| 6M | +0.7% | -12.0% | +12.8% | +3.4% |
| YTD | +8.7% | +35.3% | -26.5% | -2.7% |
| 1Y | +11.0% | +58.1% | -47.1% | -5.5% |
| 3Y | +75.4% | +127.4% | -51.9% | +30.2% |
| 5Y | +68.3% | +114.6% | -46.3% | +25.7% |
| 10Y | +315.5% | +589.3% | -273.8% | +115.4% |
| All | +738.6% | +718.4% | +20.3% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling