+663.1%
IVV vs AG
+287.4%
+375.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -4.1% |
| 7D | -4.8% | -2.9% | -1.9% | -4.6% |
| 30D | -5.9% | -15.1% | +9.2% | -4.8% |
| 3M | -4.5% | -15.4% | +10.8% | -3.6% |
| 6M | +1.8% | -21.9% | +23.7% | +3.1% |
| YTD | +8.4% | -10.4% | +18.8% | +7.5% |
| 1Y | +9.4% | +39.8% | -30.4% | +4.5% |
| 3Y | +75.3% | +209.5% | -134.3% | +52.6% |
| 5Y | +67.8% | +12.5% | +55.3% | +54.7% |
| 10Y | +314.2% | +79.5% | +234.7% | +243.1% |
| All | +663.1% | +287.4% | +375.7% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling