+1,068.0%
IVV vs AGG
+98.1%
+969.9%
-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% | -0.5% | -0.4% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.1% | -0.4% | +0.5% | +0.1% |
| 3M | +2.0% | -0.7% | +2.7% | +1.9% |
| 6M | +13.0% | -1.5% | +14.6% | +12.9% |
| YTD | +13.6% | -0.3% | +13.8% | +13.6% |
| 1Y | +20.1% | +1.3% | +18.8% | +20.2% |
| 3Y | +77.6% | +13.2% | +64.4% | +79.8% |
| 5Y | +82.5% | -1.4% | +83.9% | +76.1% |
| 10Y | +316.5% | +14.9% | +301.7% | +332.7% |
| All | +1,068.0% | +98.1% | +969.9% | +1,281.6% |
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