+440.1%
IVV vs AR
-32.8%
+472.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -4.1% |
| 7D | -4.8% | -11.7% | +6.9% | -3.7% |
| 30D | -5.9% | +1.8% | -7.8% | -6.2% |
| 3M | -4.5% | +6.0% | -10.5% | -5.3% |
| 6M | +1.8% | -7.0% | +8.9% | +2.2% |
| YTD | +8.4% | +5.6% | +2.8% | +7.0% |
| 1Y | +9.4% | +10.8% | -1.4% | +7.4% |
| 3Y | +75.3% | +19.3% | +55.9% | +68.7% |
| 5Y | +67.8% | +73.3% | -5.5% | +53.3% |
| 10Y | +314.2% | +47.6% | +266.6% | +252.8% |
| All | +440.1% | -32.8% | +472.9% | +389.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling