+312.0%
IVV vs ALM
+1,942.8%
-1,630.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.1% |
| 7D | +3.3% | -4.0% | +7.4% | +3.4% |
| 30D | -2.7% | -30.5% | +27.9% | -1.7% |
| 3M | -1.7% | -46.9% | +45.2% | -0.2% |
| 6M | +3.2% | -65.5% | +68.7% | +5.6% |
| YTD | +12.0% | -13.4% | +25.4% | +11.8% |
| 1Y | +12.1% | +9.8% | +2.3% | +11.2% |
| 3Y | +78.6% | +783.1% | -704.5% | +67.5% |
| 5Y | +73.8% | +378.3% | -304.5% | +63.7% |
| All | +312.0% | +1,942.8% | -1,630.8% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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