+310.3%
IVV vs ALM
+2,100.8%
-1,790.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.6% |
| 7D | +2.6% | +1.2% | +1.3% | +2.5% |
| 30D | -2.0% | -19.3% | +17.3% | -1.5% |
| 3M | -2.8% | -40.6% | +37.9% | -1.6% |
| 6M | +2.2% | -57.9% | +60.1% | +4.1% |
| YTD | +11.5% | -6.7% | +18.2% | +11.1% |
| 1Y | +13.5% | +20.2% | -6.7% | +12.3% |
| 3Y | +78.1% | +879.4% | -801.4% | +66.5% |
| 5Y | +73.1% | +415.3% | -342.2% | +62.7% |
| All | +310.3% | +2,100.8% | -1,790.5% | +278.5% |
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