+306.5%
IVV vs AR
+44.3%
+262.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.4% |
| 7D | -2.7% | -14.3% | +11.6% | -1.3% |
| 30D | -5.4% | +1.4% | -6.8% | -5.6% |
| 3M | -4.1% | +3.4% | -7.4% | -4.6% |
| 6M | +0.7% | -2.1% | +2.8% | +0.6% |
| YTD | +8.7% | +4.7% | +4.0% | +7.5% |
| 1Y | +11.0% | +10.6% | +0.4% | +9.0% |
| 3Y | +75.4% | +24.6% | +50.8% | +68.3% |
| 5Y | +68.3% | +71.9% | -3.6% | +54.3% |
| All | +306.5% | +44.3% | +262.2% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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