+317.1%
IVV vs ALNY
+260.0%
+57.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | -0.8% | -6.5% | +5.8% | -0.1% |
| 30D | -1.1% | +11.0% | -12.1% | -2.2% |
| 3M | +3.9% | -14.1% | +18.0% | +4.6% |
| 6M | +13.6% | -22.4% | +36.0% | +15.5% |
| YTD | +12.7% | -37.5% | +50.2% | +16.9% |
| 1Y | +17.6% | -46.9% | +64.5% | +23.8% |
| 3Y | +77.3% | +22.1% | +55.2% | +68.4% |
| 5Y | +84.1% | +31.2% | +52.9% | +69.6% |
| All | +317.1% | +260.0% | +57.1% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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