+1,120.4%
IVV vs AGI
+4,691.5%
-3,571.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.2% |
| 7D | -2.7% | +16.0% | -18.7% | -3.4% |
| 30D | -5.4% | +1.0% | -6.3% | -5.5% |
| 3M | -4.1% | +2.5% | -6.5% | -4.3% |
| 6M | +0.7% | -24.0% | +24.8% | +1.7% |
| YTD | +8.7% | -17.2% | +26.0% | +9.1% |
| 1Y | +11.0% | +4.9% | +6.1% | +10.1% |
| 3Y | +75.4% | +142.6% | -67.2% | +67.2% |
| 5Y | +68.3% | +315.2% | -246.9% | +56.2% |
| 10Y | +315.5% | +338.5% | -22.9% | +277.1% |
| All | +1,120.4% | +4,691.5% | -3,571.1% | +940.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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