+67.8%
IVV vs AR
+75.2%
-7.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -4.1% |
| 7D | -4.8% | -11.7% | +6.9% | -3.3% |
| 30D | -5.9% | +1.8% | -7.8% | -6.3% |
| 3M | -4.5% | +6.0% | -10.5% | -5.5% |
| 6M | +1.8% | -7.0% | +8.9% | +2.3% |
| YTD | +8.4% | +5.6% | +2.8% | +6.3% |
| 1Y | +9.4% | +10.8% | -1.4% | +6.4% |
| 3Y | +75.3% | +19.3% | +55.9% | +65.8% |
| 5Y | +67.8% | +73.3% | -5.5% | +48.1% |
| All | +67.8% | +75.2% | -7.4% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling