+57.1%
IVV vs AHR
+360.2%
-303.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.0% | -3.0% | +1.0% | -1.6% |
| 30D | -1.6% | +2.6% | -4.2% | -2.0% |
| 3M | +4.8% | +16.0% | -11.3% | +2.0% |
| 6M | +12.6% | +3.1% | +9.5% | +11.8% |
| YTD | +11.8% | +16.0% | -4.3% | +8.4% |
| 1Y | +17.6% | +28.0% | -10.4% | +11.4% |
| All | +57.1% | +360.2% | -303.1% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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