+312.0%
IVV vs ALL
+376.2%
-64.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -2.7% | +12.8% | -15.5% | -7.0% |
| 3M | -1.7% | +4.7% | -6.4% | -3.7% |
| 6M | +3.2% | +24.9% | -21.8% | -6.3% |
| YTD | +12.0% | +30.0% | -18.0% | -0.4% |
| 1Y | +12.1% | +29.9% | -17.8% | -0.4% |
| 3Y | +78.6% | +117.5% | -38.9% | +23.6% |
| 5Y | +73.8% | +161.7% | -87.9% | +6.0% |
| All | +312.0% | +376.2% | -64.2% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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