+310.3%
IVV vs ALLY
+174.3%
+136.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | -2.0% | +5.2% | -7.2% | -3.5% |
| 3M | -2.8% | -13.3% | +10.5% | +1.2% |
| 6M | +2.2% | -6.7% | +8.8% | +3.8% |
| YTD | +11.5% | -12.8% | +24.4% | +15.1% |
| 1Y | +13.5% | +0.7% | +12.8% | +12.1% |
| 3Y | +78.1% | +65.2% | +12.9% | +47.2% |
| 5Y | +73.1% | -10.1% | +83.3% | +66.0% |
| All | +310.3% | +174.3% | +136.0% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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