+1,046.7%
IVV vs AGG
+95.5%
+951.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.6% | -1.5% | +4.1% | +2.5% |
| 30D | -2.0% | +0.6% | -2.6% | -2.0% |
| 3M | -2.8% | -1.6% | -1.1% | -2.9% |
| 6M | +2.2% | -1.6% | +3.8% | +2.1% |
| YTD | +11.5% | -1.5% | +13.0% | +11.4% |
| 1Y | +13.5% | -1.1% | +14.6% | +13.4% |
| 3Y | +78.1% | +13.6% | +64.5% | +80.7% |
| 5Y | +73.1% | -1.7% | +74.8% | +67.6% |
| 10Y | +310.4% | +16.1% | +294.3% | +331.4% |
| All | +1,046.7% | +95.5% | +951.2% | +1,255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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