+306.5%
IVV vs AG
+89.9%
+216.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.2% |
| 7D | -2.7% | +6.3% | -9.0% | -3.1% |
| 30D | -5.4% | -8.9% | +3.6% | -4.8% |
| 3M | -4.1% | -12.2% | +8.1% | -3.4% |
| 6M | +0.7% | -28.3% | +29.0% | +2.5% |
| YTD | +8.7% | -8.8% | +17.6% | +7.9% |
| 1Y | +11.0% | +39.4% | -28.4% | +6.6% |
| 3Y | +75.4% | +229.4% | -154.0% | +54.7% |
| 5Y | +68.3% | +14.5% | +53.8% | +55.7% |
| All | +306.5% | +89.9% | +216.6% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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