+82.2%
IVV vs AMCR
-9.8%
+92.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | +0.5% | -1.8% | +2.3% | +1.1% |
| 30D | -1.0% | -6.0% | +5.1% | +0.9% |
| 3M | +3.9% | +18.9% | -15.1% | -2.4% |
| 6M | +14.5% | +5.7% | +8.8% | +11.5% |
| YTD | +12.9% | +11.1% | +1.8% | +7.2% |
| 1Y | +19.4% | +12.7% | +6.6% | +12.4% |
| 3Y | +78.8% | +9.6% | +69.2% | +64.0% |
| 5Y | +82.2% | -10.3% | +92.5% | +84.3% |
| All | +82.2% | -9.8% | +92.0% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling