+75.4%
IVV vs ALM
+825.4%
-749.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | -2.7% | -6.7% | +4.0% | -2.4% |
| 30D | -5.4% | -32.9% | +27.5% | -3.9% |
| 3M | -4.1% | -39.5% | +35.4% | -2.4% |
| 6M | +0.7% | -62.0% | +62.7% | +3.9% |
| YTD | +8.7% | -7.8% | +16.6% | +8.6% |
| 1Y | +11.0% | +26.7% | -15.7% | +9.6% |
| 3Y | +75.4% | +825.4% | -749.9% | +66.1% |
| All | +75.4% | +825.4% | -749.9% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling