+642.5%
IVV vs AMCR
+106.4%
+536.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | +0.1% | -4.1% | +4.2% | +1.1% |
| 3M | +2.0% | +21.7% | -19.7% | -3.4% |
| 6M | +13.0% | +1.5% | +11.6% | +11.8% |
| YTD | +13.6% | +13.1% | +0.5% | +8.8% |
| 1Y | +20.1% | +16.5% | +3.6% | +13.9% |
| 3Y | +77.6% | +10.3% | +67.4% | +68.8% |
| 5Y | +82.5% | -7.7% | +90.1% | +81.3% |
| 10Y | +316.5% | +24.6% | +291.9% | +271.3% |
| All | +642.5% | +106.4% | +536.1% | +558.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling