+407.5%
IVV vs ALLY
+101.5%
+306.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.0% |
| 7D | -4.8% | -1.1% | -3.6% | -4.5% |
| 30D | -5.9% | +4.2% | -10.1% | -7.1% |
| 3M | -4.5% | -12.4% | +7.9% | -1.0% |
| 6M | +1.8% | -8.7% | +10.5% | +4.1% |
| YTD | +8.4% | -11.6% | +20.0% | +11.4% |
| 1Y | +9.4% | +0.2% | +9.2% | +8.3% |
| 3Y | +75.3% | +57.1% | +18.2% | +47.6% |
| 5Y | +67.8% | -6.8% | +74.6% | +59.1% |
| 10Y | +314.2% | +200.4% | +113.8% | +157.7% |
| All | +407.5% | +101.5% | +306.0% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling