+306.5%
IVV vs ALLY
+189.4%
+117.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | -2.7% | +0.9% | -3.6% | -3.0% |
| 30D | -5.4% | +3.1% | -8.5% | -6.3% |
| 3M | -4.1% | -12.6% | +8.5% | -0.4% |
| 6M | +0.7% | -12.4% | +13.2% | +4.3% |
| YTD | +8.7% | -13.2% | +21.9% | +12.3% |
| 1Y | +11.0% | +1.8% | +9.1% | +9.3% |
| 3Y | +75.4% | +58.0% | +17.5% | +47.1% |
| 5Y | +68.3% | -8.4% | +76.8% | +60.5% |
| All | +306.5% | +189.4% | +117.2% | +174.1% |
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