+315.2%
IVV vs ATI
+1,073.5%
-758.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.1% | +2.7% | -2.6% | -0.6% |
| 3M | +2.0% | +16.3% | -14.3% | -1.2% |
| 6M | +13.0% | +30.2% | -17.1% | +6.7% |
| YTD | +13.6% | +83.6% | -70.0% | +0.4% |
| 1Y | +20.1% | +173.0% | -152.9% | -1.8% |
| 3Y | +77.6% | +356.6% | -279.0% | +28.2% |
| 5Y | +82.5% | +1,074.2% | -991.7% | +8.4% |
| All | +315.2% | +1,073.5% | -758.3% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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